So at the beginning I was aiming at $L_{a\neq b} = \{w\in \{a,b\}^* : \#_a(w) \neq \#_b(w) \}$. But figured out that is would be better to first deal with: $L_{a>b} = \{w\in \{a,b\}^* : \#_a(w) > \#_b(w) \}$, due to the fact that $L_{a>b} \cup L_{b>a} = L_{a\neq b}$.
My attempts so far for $L_{a>b}$ - I proved that this language is pump-able: Choosing $N=2$ For $z\in L$ contains only $a$s the pump it pretty basic, on the other hand words contain $b$s: $\#_b(z) > 0 \Rightarrow \#_a(z) > \#_b(z) >0 $ so $z$ must include the couple $ab$ or $ba$ as a sub string, so $ z= \gamma ab\delta \Rightarrow \gamma|a|\varepsilon|b|\delta$ is a valid splitting, and $\gamma a^ib^i\delta\in L$ because the relation between $a$'s and $b$'s appearances is preserved.
So I was hoping this language might be context free and tried to form a Grammar which generates the language, However I didn't succeed in it, due to the fact that a general word of the form: $a^{i_1}b^{j_1}a^{i_2}b^{j_2}...a^{i_n}b^{j_n}$ when $i_k,j_k \in \mathbb{N}\cup\{0\}$ satisfies $\sum i_k > \sum j_k$ and I am having hard time dealing with cases in which $i_l <j_l$ (for example $aaaababb$ when the second pair is $abb$).
I don't know whether I may proceed from my best attempt, yet, in case $ z = a^{i_1}b^{j_1}a^{i_2}b^{j_2}...a^{i_n}b^{j_n}$ satisfies $i_k > j_k \forall k\in [n]$ The grammar $A\rightarrow a | AA|AAB|BAA , B\rightarrow b$ with A as the initial term, should work (I didn't formally prove it so I might be wrong).
I also tried to work with closure properties but couldn't even find an idea to start with...