Thiago escaped from prison during the moribund, a convicted serial killer with four murders under his belt. He vanished instantly amid the chaos and ended up joining the Rainbow Connection where he currently poses as a 'model,' selling off explicit photos of himself to desperate middle-aged men.
Some of those middle-aged men have been known to disappear under mysterious circumstances, but in this day and age who's keeping tabs on them?
His demon is the archangel Cassiel, who watches but never interferes with the affairs of mankind. Fortunately, this also means that he doesn't interfere with Thiago's activities.
As the patron angel of the downtrodden and oppressed, Cassiel's influence can be seen and felt when someone is at their lowest ebb. This allows Thiago to be more persuasive than most normal people, especially to those who are already weakened by one of the cardinal sins.