Difficult to judge based on background. I had expected some law enforcement experience to be really important to the job and a standard held by prior directors, but looking up Comey it seems that he had similar experience prior to taking the job.
What concerns me most is the number of people running away from the administration in the setting of accounts that Trump's requirement for nomination to any post is a pledge of fealty and that he sees positions outside of the executive as under him rather than independent. I have no knowledge of Wray being corrupt, but there is plenty to suggest corruption is Trump's main requirement.
Of course, there remains the possibility that someone would make false promises to appease Trump, but this is but easy for someone with a moral conscience to do -- part of why Trump's tactics are often "successful" -- he can operate on a different set of rules.