The steel plate helmet has sort of little wings, hasn't it? Then maybe you could go with that.(though imo the steel plate is the ugliest armor in the game, when worn by women, it looks much better on men).
Come to think of it, I think the winged helmet of the Valkyries are a 19th century romantic invention. Like horn on Viking helmets. It can't be said enough times: Viking helmets had no horns! They were just plain iron with a sort of "mask" over the eyes sometimes. (During the 19th century they got mixed up with Bronze Age helmets, that had horns, be it of a different shape than the usual cliché Viking Age helmet. They weren't so good at dating archaeological finds in those days. So. Enough archaeology for today

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I think Njada Stonearm looks a little like a Valkyrie. She wears light armor, hide I think, and a hide helmet. Actually, I think I would go for light armor - two-handed with a Valkyrie build. Since there are no spears, but I think a Valkyrie should wield something big and impressive, like a battleaxe. These are the female warriors of Odin! They are bad-ass!