There's never been a black, or a female FBI director.
Trump could help himself by being the first president to make the appointment.
He has great respect for women, I imagine it would please him a lot to hire a woman - then he could have both "first woman to build a skyscraper" and "first woman FBI director" on his record. However, I suspect he'll remain true to form and pick someone that can do the job.
Edit - not to say women can't do the job, just that I don't think he'd pick a woman just cause she's a woman - aka not for virtue signaling.