The character known internationally as Balrog in the Street Fighter franchise originates from Spain, where he was born into a once-privileged noble family. After his family lost its status, his mother remarried for financial security. His stepfather, whom Vega considered ugly, murdered his beautiful mother. In retaliation, Vega killed his stepfather. This traumatic event fundamentally warped his psyche, instilling a belief that physical ugliness is an evil trait to be purged, while beauty represents heroism and strength.

This philosophy developed into an all-consuming narcissism. Vega is obsessively vain and convinced of his own perfection, a trait reflected even in his interior decor, as his mansion is filled with portraits of himself. He is a sadistic fighter who takes great pleasure in combat, particularly against those he deems unsightly. Despite his aristocratic and sometimes gentlemanly demeanor, he can be a bloodthirsty monster in battle. He is also attracted to and impressed by the beauty and strength of young women, such as Chun-Li and Cammy.

His fighting style is a unique hybrid, combining the traditional bullfighting techniques of his Spanish heritage with the ninjutsu he traveled to Japan to learn. This blend of grace and lethality earned him the nickname Spanish Ninja. He wields a sharp metal claw on one arm to extend his reach and uses a mask not to conceal his identity, but to protect his handsome face from being scarred or bruised during combat.

Vega is a key member of the Shadaloo criminal organization, serving as one of M. Bison's elite assassins and bodyguards. He oversees assassination operations and is associated with the Dolls, a group of female assassins including Cammy. His loyalty to Shadaloo is minimal; he aligns with Bison primarily to refine his own aesthetic ideals and fund his lifestyle. In one instance, when Cammy and the other Dolls collapsed after being freed from Bison's brainwashing, Vega saved them from a burning Shadaloo base, believing that something as beautiful as them should not die. He also briefly returned to Shadaloo when he grew tired of the aristocratic lifestyle and became intrigued by a project promising eternal youth.

Vega is a highly acrobatic and swift fighter, using the environment to his advantage. His signature techniques include the Flying Barcelona Attack, where he leaps to the wall of the arena and springs off to attack his opponent from above. From this position, he can perform the Izuna Drop, a devastating maneuver where he grabs his opponent and slams them into the ground. Other notable abilities include the Scarlet Terror, a forward-flipping anti-air kick, and the Rolling Crystal Flash, a forward tumbling claw attack. If his mask is damaged or knocked off during a fight, he becomes enraged, as his primary concern is the protection of his perceived flawless visage.