My concept is that my character did something totally unforgivable, such as sleeping with a married woman or taking part in a courtly intrigue, but wasn't man enough to take his capitol punishment, so he fled to the west, ending up in Jeruselem, where he now works as a second story man. With his physical training, he can manage burglaries quite easily, and also leverages his sword training to get the occasional job where intimidation is useful. However, he only learned to use a sword as a form of meditation, and his swordfighting style is utterly useless in combat, but impressive enough to scare less knowledgeable enemies off anyway.
I still haven't figured out whether Persia or India would make a better origin for my character, but I'm leaning towards Persia because its culture is more similar to the rest of the Islamic world. As the story begins, my character is more or less in a depressed fugue, quite intentionally risking his life in an incredibly dangerous role.