_Atalaya A story doesn't have to have romance just because there's a female lead. It MAY be expected of you by your audience, of course, but it doesn't have to be. That's where I believe a lot of writers lose their way. They can take their story in any direction they want, and yet they get lost in an endless cycle of "What would be popular?"
I personally would love to see a female lead that is calculating/scheming. It's different than what most writers would try to go for, after all, it's a lot more challenging than trying to make a male lead with the same traits. If you don't pull it off well, readers may not take the female lead's personality seriously. So there's a big risk/gain ratio with the whole idea.
One way that comes to mind (with regard to breaking a reader's preconceptions) is to make her do something that screams seriousness. Maybe cold-blooded murder? Or perhaps a sequence of calculated moves to pin someone into a corner that they can't escape from (maybe the classic pin a bully into a corner, or put down a criminal in a cunning way)? Who knows, be creative with it.
On the note of romance again, as I said, it isn't really necessary. But if you DID want to add it in, then perhaps you could say, over the course of the story, make her open her heart to someone. Like, at first, the female-lead was indifferent to romance, as she was more concerned about bettering herself at college, improving her standing, or some other reason. However, after interacting with the people around her, she softens, or something cliched like that.