Yes, it's possible but it's complicated. I, personally, don't like that some classes are gender locked and there should be an option for each ones.

For your information, the author (me) doesn't mind female characters. This guide is solely created for your convenience and navigation through available characters according to your preference. My only complaint would be the character system that has skins tied to a specific character and their sex. I haven't played 2042 only to find out that the skins I have unlocked through that free pass are tied to certain characters only, which are also female. I think we should be able to simply change sex of the soldier class like in Helldivers 2 or Battlefield 5, where only the body build changes as well as the skin for that specific class not the character.