Who is the wali of a convert woman whose family is not Muslim?

The wali of a convert woman who has no Muslim male relatives is the wali hakim.
A non-Muslim father cannot be the wali of his Muslim daughter, because guardianship in marriage requires Islam. If a male relative in the order of guardians has embraced Islam (for example a brother), he becomes the wali according to that order. The state religious affairs office will arrange the wali hakim. Respect and inform the birth family as a kindness, even though they are not the wali. See Interfaith & converts.