Arsène Lupin is a fictional gentleman thief created by Maurice Leblanc. He was known for targeting criminals or those who were much worse than himself, making him an anti-hero of sorts within his own stories.
The protagonist obtains Arsène, his Initial Persona, after he confronts a great darkness enveloping the city following a "certain event." Character designer Shigenori Soejima explained that Arsène was designed with an "old school vibe" in mind. Arsène's wings are meant to evoke the image of a thief's cape in the viewer's mind and represent the idea that a thief can go wherever he wants.