Well....not quite. Jesus, if he existed at all, would have been a Galilean, which at the time was ruled by a hellenistic/hellenized client King and would have spoken Aramaic with a distinct Galilean accent. He would not technically have been a Roman subject for the reason stated above. At the time only Judea and Samaria were under direct Roman rule. Galileans at the time were notoriously lax in their religious observances and were either Pagans or followed a Hellenized form of Judaism/monotheism often at odds with the temple cult in Jerusalem.
Jesus was born in Bethlehem, Judea.
So how does that make him a Roman Christian?
Judea was under direct Roman rule (remember Pontius Pilate, the governor of the province). So, if like many Christians, one considers Jesus the first Christian, then he was a Roman subject and Christian. Is that too difficult for you to understand?
Jesus didn't consider himself a Christian, or a Roman, or Palestinian, or Arab...he considered himself a devout Jew who also loved his nation, Israel. That made him a Zionist.
Devastating for a Jew hating orangutan like you, but nevertheless, true.