“Aw, thanks, man. You saved me. Name's Jesey. Just some cheap merc. I got caught trying to help out a girl captured in Geyse's fortress. Cute kid from some foreign land. Geyse probably intends to make her a slave.”
—Jesey when being recruited
Jesey (ジェシー Jeshī, also translated as Jesse and Jesi in the fan translations) is a playable character in Fire Emblem Gaiden. He tried to save Est from Geyse, but got captured, and was held at the Desert Fortress. Celica's party rescued him, and he joined them. After the war, he made his own nation in Geyse's land, and was joined by Savor and Kamui. He became known as the "Desert Mercenary".
In Celica's route, she gains access to three Mercenary units: Jesey, Savor, and Kamui. When considering the three Mercenary units that Celica can obtain, they can generally be simplified into 3 types. Savor is the durable, defensive Mercenary, Kamui is the all-rounder Mercenary with even stats, and Jesey is the late recruit with the best base stats and growths making him the most dangerous. An optional, Pre-Promoted Sword Fighter, Deen, is also available to recruit. Deen is best described as fragile and aggressive.
Jesey can be considered a quasi Est Archetype, in that he joins a ways into the game and comes to you below your average party level. However, unlike Est, Jesey actually starts with better stats for his level than other characters of the same class. While Jesey's growths are very high, they are not quite as explosively high as Est's(Jesey having 190% total growth, and Est having 250% total in a game where the average is roughly 150%), but they are high enough where he will outshine characters of the same class. His starting level and stats should only be a little behind your current party, so giving him a sword and catching him up is perfectly feasible without any grinding. He is, overall, one of the strongest units available to Celica.
In the former territory of Geyse, he built a new country.
Afterwards, he became known as the Desert Mercenary.
“Heh, me, of all people, falling short of the rebel image...”
—Jesey's death quote