Speculation on who was Jhin

He references the theater a great deal in his dialogue. So it's safe to assume that Jhin was a playwright or actor in his past life. Perhaps he leads a double life as a seemingly ordinary Thespian and a deranged gun toting maniac?

Three of his limbs have been replaced with cybernetics, meaning that he has to have connections with someone wealthy or he had enough cash to get the robotic parts for himself. The cybernetic champs come from Zaun, so it could be possible that Jhin has connections in that particular city-state.

He has a connection with Ionia and he mentions the Noxian Invasion of Ionia in one of his quotes.

He wears a white cloak with an ornate golden design in front of it. The design seems very Demacian. Several people have remarked that Jhin's design looks a lot like Fiora's.

His garb underneath his white cloak looks very Ionian, especially with his belt.

He states that he was caught by someone. Either Cait or Vi had apprehended him, but I'm leaning more on Vi being the prime suspect.

He states that someone's father had "censored" him, which could imply Shen's father.