You have to hex the model (or in other words, rename it) which includes restructuring the directory of the files.
So instead of being in "models/player/sniper.mdl", you'd have to use a program (such as Mecha the Slag's
MDL Hexer to do one of two things:
1. Change the directory, for example "models/player/femsniper/sniper.mdl"
2. Change the model name, for example "models/player/femsniper.mdl"
Then for the textures, while using MDL Hexer, it's a good idea to re-route the texture locations. So instead of "materials/models/player/sniper/sniper_head_red.vtf", you would re-route it to be "materials/models/player/femsniper/sniper_head_red.vtf", and then edit "sniper_head_red.vmt" and change the "$basetexture" directory to the same thing.
If all is done correctly, the model will load up properly in HLMV and the textures will all work properly too. Sometimes hexing can be a tad touchy and not work correctly, just takes a few tries to get the hang of it.