 Some speculate that his father was a gladiator named Martianus, but there are also claims he was the illegitimate son of the former Roman Emperor Caligula.After the Pisonian conspiracy against his alleged first cousin Nero in 65 A.D., executions created the opportunity for many to rise in Rome into positions of power.Among those to advance was Nymphidius, who became a colleague of Praetorian prefect Tigellinus in the Praetorian Guard after the latter's previous partner Faenius Rufus was put to death.