Caldina is a dancer who speaks with an Osaka accent (which is translated as a deep Southern accent in the English dub, due to the translations including words like "y'all"), wears extremely skimpy clothing, and has an endless passion for money (several notable similarities to Naga from Slayers).
Zagato hires her as an assassin after his other minions fail; in addition to her dancing skills, she is an accomplished illusionist and hypnotist. In the anime she has great affection for Ascot, whom she treats as a naïve younger brother, and she joins him in deserting Zagato.
It is revealed in the second manga series that she is native to Chizeta. It's also been shown that Caldina is incredibly good at cards and other games of chance. Romantically, Caldina becomes involved with Lafarga in both versions of the series.