In Zoroastrianism, Ahura Mazda, also known as Ohrmazd, is the one and supreme god who governs all that is good in the world and has several lesser deities, or Ahuras, serving under him. His opposite is Angra Mainyu, the leader of the forces of evil, also known as Ahriman in Middle Persian. Every 1000 years, he sends a savior who will lead the people.
The conflict between Ahura Mazda and Angra Mainyu and the fact that Zoroastrianism is a monotheistic religion draws parallels to Christianity, with Ahura Mazda standing parallel to God, and Angra Mainyu being roughly equivalent to the Devil.
Ahura Mazda was cursed by YHVH to become the demon Asura, and resides in Suzuki Company Ltd., the final dungeon. If Lucifer is in the party, he will lift the curse and Asura can be recruited as Ahura Mazda. If the protagonist doesn't have Lucifer with him, he will have to fight him.
Although the actual Ahura Mazda is considered parallel to YHVH and a god of order, in Majin Tensei II: Spiral Nemesis he is a Tenma, a Light-Chaos race; an odd choice for the deity considering this. To add to this irony, in the same game, his arch-enemy, Angra Mainyu, is a Vile, a Dark-Law race, which is also odd considering he is a figure of chaos and holds a role similar to the Abrahamic devil.
Ahura Mazda has the honor of being one of the few demons that come at Level 99, the default max level on all games, barring some exceptions, and this puts him directly on league with big-name demons like Lucifer, which is fitting considering Ahura Mazda has many parallels with YHVH, who is Lucifer's natural enemy.