Jewish Encyclopedia "He was by birth a Gentile from Pontus, and is said by Epiphanius to have been a connection by marriage of the emperor Hadrian and to have been appointed by him about the year 128 to an office concerned with the rebuilding of Jerusalem as "Ælia Capitolina." At some unknown age he joined the Christians, but afterward left them and became a proselyte to Judaism."
Jewish Encyclopedia "If the contradictory and sometimes legendary accounts of the personality of Dhu Nuwas given by the Arabian writers can be trusted, he was not a Jew by birth, but embraced Judaism after ascending the throne, taking the name of "Joseph."