Alan Barclay was an elite space marine who worked in a team specialized in high-risk black-ops missions. Alan Barclay is dead, just like the rest of the team.
One of the last missions was a highly classified operation against a subdivision of the ${EvilCorp} corporation, who were working on ${veryEvilProject}. Even the government was not powerful enough to officially go after ${EvilCorp}, so they ordered the black-ops mission to eliminate all the people working on the project and destroy all records.
The mission was successful - or so it appeared - when suddenly there started to be an increased number of deaths. First, it was the team member's families having "accidents", and eventually team members as well. Alan realized he had to die, so he faked his own death and was reborn as Zero.
Being very cautious, even paranoid about not attracting ${EvilCorp}'s attention, Zero set out to establish a new identity. As a security measure he resolved to always wear a closed environment suit that obscured his face and made sure to not leave any DNA traces or fingerprints anywhere. Then he set out to participate in a series of smaller heists, small enough to not make waves, but giving him a credible history. Eventually he ended up with various other mega corps as a freelancing corporate agent.
He considers his participation in the heist "Project Kool Aid" the most formative as it was where the crew managed to hack a high-tech power armor that he then commandeered and used to extract (larger and heavier than expected) data storage. Later he customized the same power armor to what is now his signature look.
With his new crew he's feeling at home for the first time in years, ever since his old team died. Finally, he has someone to trust again (as far as you can trust people chosing crime as lifestyle at least). Zero still has a score to settle with ${EvilCorp}, but is very cautious to not wake the dragon...