Look at this video and watch closely around the 25 second mark:
There is a flaming swirl effect, which would be suggestive of an Elementalist. However the lore by ArenaNet on Caithe indicates she is a Thief. She actually does shadowstep in that video, but it's only a few frames; so people seem to miss it. Lore + Shadowstep is a Thief in my book regardless of the fire swirl!
"Her blades are as swift as a blooded sunset, her movement as silent as the fall of night. Caithe was among the first sylvari to step upon the earth of Tyria, but where the others turned toward the sun, she sought shadow. She has never been afraid to gaze into darkness – or to seek truths that others fear."
- Either Necromancer or Thief