(In Norse mythology, The Frost Giant Thrymr was the King of Jötunheimr who stole Mjollnir, Thor's hammer, to extort the gods into giving him Freyja as his wife.)
A female demon with very toned and atheletic looking body and short white hair, Thrym claims to be the strongest demon in terms of physical strength, and that there is 'Nothing which [her] fists can't destroy'.
Despite her outward appearance and sheer power, Thrym is quite friendly, warmly welcoming Keiichi and the Goddesses to her chamber, before promptly hurling a ruined pillar at them as a form of greeting, before challenging them to an exhange of fists.
Thrym quickly proves just as good as her word, as neither Urd's Magic, Skuld's ordinance, nor Belldandy's Singing can apparently put her down. When she turns her sights on Keiichi, however, Belldandy steps in and engages her in hand-to-hand combat, matching and deflecting Thrym's blows long enough for Keiichi to devise a plan to beat her.
In the end, with a little help from Urd, Keiichi managed to trick Thrym into destroying the very door she was guarding, allowing the group to escape. Urd provided one of her 'medicines' which gave Keiichi a three-second burst of blinding speed. However, the effect was delayed by 20 seconds, meaning he had to stall Thrym for a short while and time his dodge exactly right, so that she would miss him and punch through the door for the team. Rather than take offence, Thrym gives chase to give them the key and apologise for insulting Keiichi, even going so far as to help heal his legs (which had collapsed under him from the extreme exertion caused by Urd's acceleration pill). She then returned to her room, wondering when she will ever be challenged again.
Unlike her comrades, Thrymr doesn't rely on special powers or tricks to take down her foes, she simply faces them head-on. Her strength is so immense she's able to punch out Lighting and deflect sound-waves by punching in the air. Her body is durable to the point that even being shot in the mouth with an anti-tank missile did little more than knock her off her feet for a few seconds. By her own admission, she's capable of bathing in molten iron, and is able to sleep for at least eight hours underwater without issue.
Thrym's one weakness is that for all her power, she's not that smart. A pure 'Battle Junkie', she doesn't seem to comprehend when she's being tricked, to the point she accepts her 'Loss' because the group got through the door she was guarding, as the alternative would mean she 'Fell for their trick' like 'a Complete Idiot'.