The employee's gender is being picked up from Gradience Records under EEO/Other. You can get the report to show the correct gender by doing the following:
1. Click the Records tab in the top left.
2. Click EEO/Other on the list on the left.
3. Select the employee name.
4. On the right, make the correct sex selection and click Save.
When you run the Report the gender will now be correct.