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Vega was born to a privileged noble Spanish family. For reasons undisclosed, their status dwindled, causing Vega's mother to remarry for financial security. As he matured, Vega studied bullfighting, a cultural tradition. Afterward, he went to Japan and learned ninjutsu, a style he believed meshed well with his natural grace and agility.
Combining bullfighting with ninjutsu, Vega went into an underground cage fighting circuit, and quickly became one of the best. His stepfather murdered his mother because he felt she did not respect him, and Vega killed him in return. The incident warped his mind, and he developed a dual personality: honorable nobleman by day, sadistic murderer by night.
Due to Vega's superb fighting ability and remorseless nature, the criminal leader known as M. Bison instated Vega as one of the Grand Masters as well as his top assassin in the Shadaloo organization. Although undeniably flamboyant and egotistical, Vega may be the most ruthless and savage fighter in the series. He is a barbarous psychopath who holds little regard for life and even dabbles in hematolagnia.