After about a year someone finally informed us that this character name is Al-Azif from Demonbane, an erogame from Nitroplus .
Aru is the most powerful grimoire in existence, it takes the appearance of a young girl. She makes a pact with Kurou after being chased by the Black Lodge, allowing him access to her near limitless power.
Whenever Kurou change himself to magius or have access to Demonbane, Al-Azif/ Aru will change into her chibi mode. In the anime her characters is set to fall in love with Kurou.
Demonbane is a series by Nitroplus with mecha and Cthulhu Mythos elements. Beginning as an eroge visual novel for the PC, it was ported into a PlayStation 2 non-eroge remake, and spawned a sequel visual novel, a prequel novel, an anime television adaptation and a conversion to manga. An English version of the original Demonbane PC game has been released by JAST USA.
In my opinion her hat look a bit like detective from Persona 2 Playstation game and her dress looks a bit like xenogears clothing. Aru requires 6 sheets of paper