In Greek mythology the Erinyes or Furies in Roman mythology were female deities of vengeance or supernatural personifications of the anger of the dead. They represent regeneration and the potency of creation, which both consumes and empowers.
When the Titan Cronos castrated his father Ouranos and threw his genitalia into the sea, the Erinyes emerged from the drops of blood, while Aphrodite was born from the seafoam. Their number is usually left indeterminate. Virgil, probably working from an Alexandrian source, recognized three: Alecto, Megaera, and Tisiphone. Dante followed Virgil in depicting the same three-charactered triptych of Erinyes. The heads of the Erinyes were wreathed with serpents and their eyes dripped with blood, rendering their appearance rather horrific. Sometimes they had the wings of a bat or bird and the body of a dog.
"The three goddesses of revenge in Roman mythology. In Greek mythology they were known as the Erinyes. They are sometimes named among the Harpies who live in hell. The Furiae would pursue sinners to the ends of the earth to catch them and take their souls to hell, where they would be given unendurable punishments to fit their crimes. However, the Furiae never killed their victims. The three Furiaes were named Alecto ("unceasing"), Tisiphone ("avenging murder"), and Megaera ("grudging"). They were said to be the physical embodiment of the gods' vengeance. However, in Roman mythology, they were also known as the Eumenides ("Gracious Ones"). "
—Shin Megami Tensei IMAGINE Compendium
Furiae can be only obtained through fusion. She appears as a boss at the end of Shibuya's Quartz bronze level instance and returns as a reoccuring mini-boss in its gold level instance and as support for Ares in the Electronic Corridor instance.