Actually, we don't know. He was a Roman Citizen, but the empire extended through Europe, North Africa, and parts of Asia. There are many legends but outside the Gospels and history by Tacitus nothing is really known and neither give personal details. There are a few archeological references to him but all of those have been found in Judea where he ruled.
I saw a play recently that conceptualized Pilate as a 1980s-style black African dictator. It was an interesting choice, and according to the director the playwright made that choice to communicate the brutal military nature of the Romans.