It doesn't really, thematically speaking. Rules-wise, however, it's 100% fine. As I recall, he started off as a Fighter, dipped a few levels of Rogue, then became a Rune Knight. Also, read up on actual, historical, knights (many of them were right bastards, not the shining paradigms of righteousness that fiction portrays them as).
The character in question was originally created as a one-off character for a special event (a "one night" Strahd thing at a local mini-convention) and then made some sporadic appearances in AL, too, so he didn't exactly have a long, detailed, history.
Finally, how you play may not be how my friends and I play. Yadda, yadda.