OK, first class in terminology. Women graduates of sororities are "alumnae" not "alumni."
The singular for the female is alumna and for a male is alumnus. If you are talking about a woman, such as myself, who is a grad of a school which has both genders, then yes, I am an alumnus of the University of Alabama and belong to the Alumni Association, and an alumna of Delta Gamma who belongs to the local Alumnae chapter.