She is an assassin from orchestra.

It is reveled that she came from a well off family, until one day when she and her family were attending a play in an opera house, Orchestra barge in to not only kill his intended target but also mercilessly massacred everyone else in the play, she is the only one who survived, though she did tried to avenge the dead of her family, she only manages to wound him. Orchestra didn't kill her, instead he abducts her and trains her to be his protégé in which she developed Stockholm syndrome and she becomes as proficient and ruthless as Orchestra.

"Commando Girl" is a pun given to her by this anime/manga fan-base due the fact that she doesn't wear panties.

(Source: ANN and misc. blogs/forums)