It depends on the character. The name should complement the character, what they represent, their personality, etc. It shouldn't just broadcast their evilness. Your antagonist is the second most important character behind your protagonist, so they should be a complete and believable person. No one would name their child Malice McEvil knowing that they'd one day be an antagonist in someone else's storyline. Just give her a name that suits her and let her opposing goals and actions define her villainy.