I don't know exactly how the workflow looks here (e.g. what happens next) but I assume you don't have an "apply"-button used for the sorting to take effect.
Never the less, this can be seen as a 2-dimensional sorting and the least elegant thing about this could be the duplicate sorting parameters (e.g. NAME (A-Z) NAME (Z-A)).
If you have a clear picture of how this feature will be used you might be able to create sensible defaults; if one of the directions is by far more commonly used than the other it could just default to that, and then you can let the user go back to the sorting settings and change direction if needed.
Then your list could look something like:
You can update the direction names depending on which main attribute is selected so that all of them will make sense to the user. It will also scale a lot better if you want to add additional sorting attributes. The drawback is that the user would have to revisit this sorting menu to change the direction if needed.