Rau was born in Paris and is of Algerian descent. Assigned as male at birth, Rau transitioned and underwent sex reassignment surgery at the age of 16, after being inspired by the life story of English trans model Caroline "Tula" Cossey. Afterwards, she lived as a woman but did not divulge her transgender identity until she was 24.
After turning 18, Rau started dancing for DJs in Ibiza, during which she became friends with David Guetta. In 2013, at age 24, she first posed nude with Tyson Beckford for a spread in OOB, a French luxury magazine, shortly after coming out as transgender. In May 2014, she first appeared in Playboy's "A-Z issue" in a spread titled "Evolution" that aimed to depict the growing acceptance of gender identities beyond the male-female binary. She became the second transgender woman to be featured in Playboy after Cossey in 1981, and the first who came out voluntarily (Cossey was outed against her will and reappeared in the magazine in 1991).
In October 2017, Cooper Hefner, son of Playboy founder Hugh Hefner, announced that Rau would appear as "Playmate of the Month" in the magazine's November/December 2017 issue, making her the first openly transgender woman to be featured this way. Hefner likened the choice to feature Rau to his father's decision to feature Jennifer Jackson as the first African-American model to appear in Playboy as a Playmate in 1965.
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