The point of the diaeresis in French is to indicate that a group of letters that would usually be combined to be pronounced a certain way should actually not be combined in this case. For instance:

• <au> is usually pronounced like an "o", but if you actually want to indicate that the <a> and the <u> are pronounced separately, you add the diaeresis, e.g. in the words "capharnaüm" or "Emmaüs"

• <ai> is usually pronounced like an "eh", but if you actually want to indicate that the <a> and the <i> are pronounced separately, you add the diaeresis, e.g. in the words "naïf" or "prosaïque"

• <oi> is usually pronounced like a "wa", but if you actually want to indicate that the <o> and the <i> are pronounced separately, you add the diaeresis, e.g. in the words "androïde" or "coït"

• <gu> is usually pronounced like a hard "g" (and the U isn't pronounced), but if you actually want to indicate that the <g> and the <u> are pronounced separately, you add the diaeresis, e.g. in the words "aigüe" or "argüer". Both of these are actually recent changes, as the diaeresis in "aigüe" was traditionally placed on the E for some reason ("aiguë"), which isn't consistent with the way diaereses work in French, and there didn't use to be a diaeresis in "argüer" (i.e. it was spelled "arguer"), resulting in people pronouncing it wrong (i.e. not pronouncing the U). The traditional spellings are still correct.

• ...and a few other letter combinations that can have a diaeresis, i.e. <oë>, <aë> and, in proper nouns, <aÿ>. Maybe I'm forgetting a couple.

So basically, there doesn't seem to be any reason for the diaeresis in your name, since the group of letters <ni> isn't a specific combination that requires special treatment, and therefore there's no reason to separate it. As far as I know it couldn't be a German umlaut, since that's only on the letter U.