Jenkins emerged as the frontrunner to helm the Thor followup about three weeks back. Game of Thrones series director Brian Kirk was being talked about as all but a lock for the job of directing Thor 2 prior to then, but a deal between him and Marvel was never finalized.
While she doesn't have an immensely long resume, Jenkins' previous directorial efforts are all pretty solid. Case in point: she helmed episodes of Arrested Development and Entourage, sat in the director's chair on the feature-length film Monster (which earned star Charlize Theron an Oscar), and received an Emmy nod for her work on the first episode of AMC's The Killing TV series.
Marvel was undoubtedly quite taken with Jenkins' work on the Killing pilot, seeing how it illustrated that she has a knack for handling ensemble casts and developing multiple narrative threads with equal quality. That likewise bodes well for her ability to handle Thor 2, which will feature many important characters - not to mention, a storyline that likely ties into both the Thor and larger Marvel cosmological movie universe, to some degree.
Here's what Marvel Studios president Kevin Feige has said before, with regards to the plot of Thor 2:
"[It will] primarily be the journey of [Thor, as played by Chris Hemsworth], of he and Jane Foster (Natalie Portman) and how the new dynamic with his father (Odin, played by Anthony Hopkins) is working out, as well as what are the broader stakes for The Nine Worlds."
An important aspect of Thor's character arc in the sequel will be that of his relationship with Loki (Tom Hiddleston) - who we already know will clash violently with his brother and several other superheroes in next year's The Avengers. Hiddleston also previously indicated that the Thor sequel would also see his trickster (semi-)villain having to accept more responsibility for his previous, destructive actions.
That once again explains why Marvel selected to hire Jenkins for the Thor 2 directing job: she's quite capable, when it comes to creating empathetic antagonists or dealing with complex character dynamics. Now we just have to wait and see how well she handles the additional responsibilities that come with calling the shots on a big-budget, effects-driven, fantasy adventure...
Thor 2 very recently saw its U.S. theatrical release date pushed back to November 15th, 2013.
Source: Marvel Studios