He is an entertainer for the Shark Club. However, he isn't very good at it, as all his jokes aren't funny. The crowd will insult him for such bad humour. Therefore he has gate surrounding him, for protection for items that might be thrown at him.
The Chosen One can actually substitute him for some acts, after he talks to the casino pit boss and tells him that the comedian is weak. The pit boss will then say "Yeah, he stinks worse than brahmin shit", and ask him to do an act. If the Chosen One has enough Charisma and does well, he will be invited to do another act within a week. The reward for each act is 150 XP.
If the Chosen One has Myron in his party, the comedian will start making jokes about Myron.