Yrsarald Thrice-Pierced is a Nord warrior and a member of the Stormcloaks residing in the Palace of the Kings in Windhelm.
Civil War[]
If the Dragonborn sides with the Empire during the Skyrim Civil War and completes the Civil War questline by taking Windhelm, he will disappear (similar to Captain Aldis and Legate Adventus Caesennius if the Stormcloaks win the Civil War) and be replaced by Legate Hrollod, though bizarrely, the Stormcloak armor on the table in the war room will remain.
He appears to be a high-ranking officer in the Stormcloak faction, as he wears Stormcloak Officer Armor and is present in the Stormcloak command rooms beside Galmar Stone-Fist and Ulfric Stormcloak.