This young woman was in the room when Pi Ying told Kelly about the chess game. Kelly detected sympathy in her at that moment, when he pleaded for the lives of his wife and children, but as she sits in the balcony with Pi Ying, her face is totally blank. Periodically, Pi Ying turns to her or touches her to make sure she's witnessing his game and enjoying it.
However, when Pi Ying takes Kelly's son, Jerry, the young woman becomes very upset, crying and pleading with Pi Ying. A moment later she stabs Pi Ying, killing him and then kills herself with the same knife.