Zero is a brave and strong Maverick Hunter, and the best friend of X.  At the time of X2, he is "dead" but he re-appears in the finale, this role gets much more lines in later games. Zero is more laid back than X usually, but he holds many regrets deep within himself. 

His voice should be cool, a guy who eases your worry simply by his presence.  But he also needs to sound introspective, and have the capacity to get emotional at the drop of a hat.