The broadening adoption of machine learning in the enterprise is increasing the pressure for strict governance and cost-effective performance, in particular for the common and consequential steps of model storage and inference. The RDBMS provides a natural starting point, given its mature infrastructure for fast data access and processing, along with support for enterprise features (e.g., encryption, auditing, high-availability). To take advantage of all of the above, we need to address a key concern: Can in-RDBMS scoring of ML models match (outperform?) the performance of dedicated frameworks? We answer the above positively by building Raven, a system that leverages native integration of ML runtimes (i.e., ONNX Runtime) deep within SQL Server, and a unified intermediate representation (IR) to enable advanced cross-optimizations between ML and DB operators. In this optimization space, we discover the most exciting research opportunities that combine DB/Compiler/ML thinking. Our initial evaluation on real data demonstrates performance gains of up to 5.5x from the native integration of ML in SQL Server, and up to 24x from cross-optimizations--we will demonstrate Raven live during the conference talk.