Well, 'The Bear and the Nightingale' by Katherine Arden is a wonderful female fantasy fiction book. It's set in a wintry, magical Russia and the female main character has a special connection to the spirits. Then there's 'Red Queen' by Victoria Aveyard. It's about a world divided by blood and a girl who discovers she has a power that could change everything. Also, 'Daughter of Smoke and Bone' by Laini Taylor is a great choice, with its complex world and strong female characters.
There are quite a few. 'Truthwitch' by Susan Dennard is a good example. It follows two best friends, one of whom is a Truthwitch, and they get caught up in a lot of political and magical intrigue. 'An Ember in the Ashes' by Sabaa Tahir also belongs to this genre. The female characters in it are very well - developed, and the story is set in a brutal, yet fascinating, world. And 'The Gilded Wolves' by Roshani Chokshi is another female - centric fantasy book, full of adventure and mystery.