I don't need to reinstall my OS as I believe my antivirus would detect if there's some traces left,
Given that your antivirus failed to actually inform you about the malware wallet in the first place, resulting in monetary loss, are you sure that your faith in your antivirus is correctly warranted?
It has been stated multiple times that antivirus/malware software are generally only good at detecting
known threats that have identified signatures. There are certain things they cannot really protect you from... like a piece of software that contains "normal" functionality (ie. software sends/receives "data" over the internet) but abuse/use this functionality in a malicious manner (ie. software sends "wallet seed/private key" information over the internet).
Chances are simply deleting the wallet will be "OK", as it seems like the malware wallet,
in this instance, was only used to immediately send out a transaction emptying the wallet and/or sending the users seed to the attackers... it doesn't look like it installed any additional malware...
BUT if you want to be completely certain the threat is gone... reformat your PC and reinstall the OS.