Jeanne's an Umbra Witch who started out as Bayonetta's rival—though their beef goes way deeper than a simple feud. The two have apparently been at each other's throats for the last 500 years, which makes sense once you learn that Jeanne was actually the rightful heir to the Umbran Throne back then.
What's interesting about her is that she's sided with the angels, which is pretty unusual given her witch heritage. She's got connections with most of the four virtues and seems comfortable working alongside them, putting her at odds with the more traditional Umbran philosophy. Her relationship with Bayonetta is complicated—they're rivals, sure, but there's clearly history there that goes beyond simple competition.
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