Her name could be Jaymes Bond.
And there is no reason a girl cannot be called James.
Nikita is female in most of the world, except Russia.
Carrol is a man's name, and Carol is a woman's name.
Tony can be a man or a woman.
Names only have genders because we assign them that trait.
If all the guys you ever knew in your life were called "Sophia", it would be weird for a girl to take that name.
A name is just a name, no matter how weird, unique or cool it is, it's just a name.