Film: Rebecca Ferguson stars opposite Michael Fassbender in crime thriller The Snowman. She talks to Laura Harding

Rebecca Ferguson is gorgeous and smiling as she sits serenely in an armchair, but the first thing I notice is her feet. Underneath her chic navy trousers and blouse are sky-high gold platform sandals.

Not practical for the brisk October chill in London but wildly fun and stylish.

"They are so high," she laughs. "I really am a giant up here, I get to see things from a higher perspective now, a bird perspective.

"My partner is quite tall so I get it, the view from up here is very good."

A change in perspective is something Ferguson has been getting used to of late. Until relatively recently you might mention the Swedish-British star and people would first think of the former X Factor contestant with the same name.

But things changed dramatically after Tom Cruise hand-picked her to star opposite him in Mission: Impossible: Ghost Protocol, after seeing her as Elizabeth Woodville in period series The White Queen, a performance that bagged her a Golden Globe nomination.

She quickly turned heads when she burst on to the scene as Ilsa Faust, reportedly named after the character in Casablanca played by Ingrid Bergman, an actress to whom Ferguson bears a striking resemblance.

She followed it up with a string of big movies, all released at a staggering pace - Florence Foster Jenkins opposite Meryl Streep, The Girl On The Train opposite Emily Blunt, Life with Jake Gyllenhaal and Ryan Reynolds.

And now comes The Snowman, a chilly adaptation of Jo Nesbo's book of the same name, about a detectives hunting a serial killer murdering women in the snow in Norway.

Directed by Swedish filmmaker Tomas Alfredson, who was responsible for Tinker Tailor Soldier Spy and cult hit Let The Right One In, Ferguson says she was desperate to take part.

"I knew that Tomas was directing it and 'I said get me a ticket, I actually paid for the ticket, I'm going up to meet him, I want to hear his version on this script'," she enthuses.

"And I sat down and was nervous and starstruck by this man. I travel the world and meet superstars but for me Tomas Alfredson was the shit.

"After I saw Let The Right One In, I thought this guy is absolutely incredible and I know people who have worked with him in his team and also actors who told me 'he is so brilliant and incredible as a director and you would be lucky to work with him' and here I was thinking 'It might happen, love me Tomas!'

"Literally now I read scripts where directors aren't attached going 'Send that one to Tomas.'"

Born in Stockholm to a Swedish father and English mother, the project also gave her the chance to return to her native Scandinavia.

"Norway is quite similar and the language is so similar and it's so lovely that it felt homey for me," she says.

"Becaue 50% of the crew were English and then 50% were Swedish/Danish and that is kind of how I'm raised. Also I don't know if the cold had anything to do with it but it kind of brought everyone quite close together, it didn't really matter who you are, there is no hierarchy on these kind of sets, everyone just huddles together in front of a fire, there is hot chocolate, and it just becomes very domestic."

While she and co-star Michael Fassbender braved arctic temperatures for the outdoor shoots, they still received the Hollywood treatment.

"It was freezing but at the same time it was kind of luxury freezing as an actress, because they were like 'Are you cold? Would you like a trailer? There it is. A log fire? We have inserts for your shoes.' "We were extremely well dressed. But it was freezing. About 95% of it was pure real snow and Michael is treading in it up to his chest, that is what it is like."

These are still pinch-me moments for the 33-year-old, who can't believe how quickly such huge success has come, and who still fears it might all end at any moment.

"I think I get head spin when I stop and think about it. I don't know if other people recognise it but when things go fast in any job where people travel and it's just ongoing and you just have to make it work and you have to get your private life in and your friendships and maybe a bit of holiday and work and work and work and work.

"You just don't really stop to question but when I do think back, there is so much that has happened since the White Queen, which is only four years ago.

"I don't know if it sounds destructive and ridiculous but I am very grateful for the roles that I get and when I get offers, I sometimes think 'when is it going to end?'

"Yes it's gone really well up to this point, and then what? I always have something but there is always the subconscious thinking, 'You are lucky, you are very lucky, you are as good as your last film, or couple of films, and people can tear you apart and then the new thing comes'. It's a very flexible environment and there are a lot of actors out there."

There doesn't seem to be much danger of it going away any time soon though, because it won't be long before she's back as Ilsa Faust in the next Mission: Impossible film, a chance she never thought she would get.

"I was in shock when I found out it was going to happen," she says.

"It was left quite open, she says 'you know how to find me' and they did, or maybe she found them, but it's just such a lovely, incredible, independent, hardcore, fierce character and there was a sadness to the idea that it would end."

The return also reunites her with Cruise, which she says is a highlight in itself.

"I love when we are in training and the music comes on and he does the moves that he did when he did the fat guy who dances (Les Grossman in Tropic Thunder).

"All of a sudden everyone breaks out dancing and we have to remember 'Oh not we have to box, that is what we are meant to be doing.'

• The Snowman is released in UK cinemas on October 13.