The youngest sister of Queen Máxima of the Netherlands has been found dead in her apartment in Bueno Aires.

Inés Zorreguieta, 33, who worked as a researcher at the United Nations in Panama and was also a talented guitarist, was reported by Argentinian and Dutch media to have killed herself.

The King of the Netherlands, Willem-Alexander, and Queen Máxima are flying to Argentina for the funeral.

Zorreguieta enjoyed a close relationship with her sister and was bridesmaid at her wedding to the then Dutch Crown Prince Willem-Alexander in 2002. She was godmother to the royal couple’s youngest daughter, Princess Ariane, 11.

The Queen, originally from Argentina, was said by the royal household to be “very shocked and very sad”. Máxima, 47, has two brothers, Martin and Juan, and three half sisters, Maria, Dolores and Ángeles.

Inés Zorreguieta with her sister Queen Máxima of the Netherlands. Photograph: Patrick van Katwijk/Getty Images

The Dutch prime minister, Mark Rutte, said: “The sudden death of Queen Máxima’s sister comes as a big shock. It is intensely sad and heartbreaking news that can hardly be comprehended for those who stay behind.

“With our hearts and our thoughts we are with the queen and her family. I wish them all the strength necessary to carry this horrible loss together. And I trust that they will get the peace and space for that.”

A Dutch government spokesperson told Dutch NOS TV that Zorreguieta’s death appeared to have been suicide.

Zorreguieta was a psychologist who worked on social policies at the office of Argentina’s president, Mauricio Macri. She had also worked for the social development ministry in Buenos Aires province and at a UN office in Panama.

Her father, Jorge Horacio Zorreguieta, who served as agriculture minister during Argentina’s brutal military dictatorship, died last year in Buenos Aires, aged 89.

His past caused some controversy in the Netherlands, and prompted a debate in the Dutch parliament before his daughter’s marriage to the crown prince.

Associated Press contributed to this report