I think he is a cyborg. Gearbox told us they got the idea from Metal gear solid's Grey Fox (a ninja cyborg). And there are many little details in game that confirms the cyborg speculation, like he is very weak to corrosion, he never gets out of breath when running (but he does breath in idle so he is not just a robot) probably because his muscles are artificial, his blood is the same of any other human (it should be different if he was an alien), and I don't get why an alien should talk japanese-ish, lol.

Just my 2 cents though.