You have 2 errors in your code:
1. When assigning a value from a SELECT statement, that SELECT needs parenthesis.
2. Your SELECT statement is returning 2 values (Name & Gender) to that assignment
Try something like this out
SELECT @EmployeeName = (
SELECT [Name]
FROM PersonTable
JOIN PersonGender on PersonTable.Gender = PersonGender.ID
WHERE GenderValue = @Gender
)