Whoa whoa, I hate to be the actual-factual guy that points little things out, but Ahriman is the name of the polar opposite of Ahura Mazda in Zoroastrianism. It is the embodiment of evil, whereas Mazda is the embodiment of all things good. Zoroastrianism and the faiths that brought it about were from Medea and Parsa, in northern and southern Iran. Pars province in Iran is not sand; its mostly mountains, plains, and valleys, and the areas known as Medea in the Caspian region of Iran and Azerbaijan are greener than some places in Europe. Unless this sand-ninja is some embodiment of evil, Ahriman is a pretty unfitting name. It would be like calling Scorpion Akuma or something. I mean, there already is an Akuma, but if you're going to name this guy Ahriman then he'd have to be Quan Chi's baby daddy or something. Even if it was just a "cool-sounding" name it's pretty unsuited; Iran's a pretty green and temperate area. The reason Iranians/Persians get lumped into "sandy" category dates back to Herodotus; back then Darius' Persian Empire stretched from Arabia and the Levant to Northern India. And Darius used a lot of Arabians/Semites as conscripts before throwing real Persians (like the Immortals) at the Greeks. Since the Persians ruled by satrapy, most foreign fighting units wore their own stuff, like the Arabs and Levantines would wear their "sandy" type clothes and rags, and the Greeks would generalize them all as Persians. Man... I digress. But no, Ahriman isn't too fitting. But, if you're going to make this guy a djinn type character, try Arabic names. Because djinns are exclusive to Arabian mythology and Islam, not Zoroastrianism or Persian culture. Sorry, I'm just a big, prying prick for ancient and Iranian history, being Persian and all.
"Iblis" in Arabic means "demon"... sounds kinda cool
Oh, just got an idea- check out the Hashashin, or the assassins. Different powers used them for a while to silence critics and secure regional interests. They were famous for being a pain in the ass to the Seljuks and for being involved in the Crusades. They were pretty badass. They also smoked a f--- ton of weed and hashish, hence the name. Perhaps a sand-ninja with twin scimitars and plain Kabuki-style facemask?