His name is written in both Hiragana and Katakana as キュ(kyu)ゥ(u)べ(be)え(e). So the more acceptable Romaji for his name is Kyuubee/Kyuubey.

On the Blu-ray commentary for the series it was pointed by Gen Urobuchi that Kyubey has no gender.

He is a familiar who can grant any wish to a certain girl, on the condition that she becomes a Puella Magi and fights against witches.