The Highlander (or Feynman in the manual) is one of the protagonists of Etrian Odyssey Untold: The Millennium Girl and the player character. He seems to remind Frederica of someody familiar.
He in the Highlander class, meaning he can use spears and spear-related attacks.
His reason of coming to Etria is simple: the Radha wanted someone to help investigate the tremors happening, and was specifically selected by the Elder of the tribe.
 - Feynman's wikia page on a dedicated Etrian Oddysey Wiki.