Latro/WMG

Latro, from Soldier of Mists, Soldier of Arete and Soldier of Sidon by Gene Wolfe is really the avatar of Ares.

His name means 'warrior'. He is a Roman, member of a nation to eventually conquer Greeks.
Ares is the only one of the twelve Olympians he hadn't met. Obviously he hadn't met himself!
He is in fact, unbeatable, and is all-knowing about battles and war.
He appears as Pleistoros, Trakean god of war.
He finds Aphrodite to be most beautiful of the goddesses he meets.
He is capable of threatening Persephone who specifically comments that a "common mortal" is incapable of harming her... yet she retreats from him when he advances. He notes that he has no idea if he is a mortal or not.
The Spartans are typically the force that moves Latro along in the plot if he becomes stuck; as Pindaros points out, when the group is moving towards the shrine of Kore (as opposed to Persephone, despite them being the same goddess), it is the fact that the Spartans and their Helots abduct them that they move in the right direction.