In terms of gameplay, Rhio's class isn't really modeled in the current game, simply because the two jobs that best fit her aren't currently in the game. Yoshida has said on multiple occasions that they will be, but they aren't there now. So she played variably in 1.0, generally with an eye toward debuffs, dodges, and heals over straight damage. She's fearsome in combat because she's very skilled and very well-trained, not because she possesses overwhelming force.
But in terms of Final Fantasy mythology, she's a Gambler. She enjoys eclectic weaponry, she prefers stunning and surprising ploys to more reliable methods, she disorients and confuses her opponent rather than engaging on fair terms. The Corsairs of FFXI, Setzer of FFVI, and the general sense of style and glitz informing the job all perfectly suit Rhio's personality. Not to mention that she's skilled in unarmed combat... and that means working with the Mirage in Ul'dah. Not a coincidence.
But in terms of Final Fantasy mythology, she's a Gambler. She enjoys eclectic weaponry, she prefers stunning and surprising ploys to more reliable methods, she disorients and confuses her opponent rather than engaging on fair terms. The Corsairs of FFXI, Setzer of FFVI, and the general sense of style and glitz informing the job all perfectly suit Rhio's personality. Not to mention that she's skilled in unarmed combat... and that means working with the Mirage in Ul'dah. Not a coincidence.
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In-character: Rhio's dossier | Out-of-character: Player profile
In-character: Rhio's dossier | Out-of-character: Player profile