"Zafina was born to a group of spiritual warriors with an ancient past and as such she possesses great abilities of her own. She appears to be Albanien.
Since childhood, Zafina was raised to be a protector of an imperial tomb. Several years ago, a foreign army attacked the imperial tomb she and her group were protecting and Zafina single handedly wiped every single one of them out. Since then, the group’s guru appointed her to be its sole assassin."

More information here: http://tekken.wikia.com/wiki/Zafina
Source: http://tekken.wikia.com/wiki/Zafina