Because the Nords do not take very kindly to outsiders, especially "Beast" races, the caravan that he is a part of is not allowed inside the walls of any city.
Ma'randru-jo is a Khajiit mage who travels with the salesman Ri'saad. Their caravan can often be found just outside major cities, or randomly on the road. He will not sell the Dragonborn goods (this is Ri'saad's prerogative) but he will initially be friendly.
In the Dark Brotherhood quest-line, Ma'randru-jo's death is requested. Going to Nazir will initiate Contract: Kill Ma'randru-jo. If his death is brought about correctly, the members of his caravan will not become hostile due to the act.
If the Dragonborn is a Khajiit and is in the Dark Brotherhood quest-line, the option to say "You are a disgrace to our kind! I spit on your fur!" will occur.
The following are interactions observed between Ma'randru-jo and the other caravan members.
Atahbah and Ma'randru-jo:
- Atahbah: We have been in this land for so long, I have forgotten what it feels like to walk on warm sand
- Ma'randru-jo: Yes, I know what you mean. My toes are numb from the cold more often than not.
- Atahbah: Do you ever find that you regret making this journey?
- Ma'randru-jo: In truth I do not. I have always dreamed of seeing new lands, and it does not hurt that we are making a good profit.
- Atahbah: That is true. Perhaps I should be more grateful for this opportunity. Not many Khajiit can say that they have visited Skyrim.
- The Elder Scrolls V: Skyrim (First appearance)