I just realized that for about two months we have a member calling himself "Jihad". In his profile he defines himself as a "Russian muslim", [deleted a part]. I feel insulted and threatened [deleted a part].
Jihad is also a (given) name; see the disambiguation page of Wikipedia for example to find several people having this name and a Wikipedia page.
Or, search a bibliographic database, like MathSciNet or Zentralblatt MATH. I just did so for the latter "Jihad" in the author field yields 10 publishing mathematicians that have that name.
It is at least possible, and not unlikely, the user simply uses their actual (given) name. Anyway, since it can be a given name, I do not see a problem with it being used as a username (unless there are other things in the profile that give it a problematic tone, which in the current case is not the case as far as I know).
I haven't found anything threatening in the history of either of the users with this name. Therefore I will not do anything at this time. I obviously did not check all their posts, so I may have missed something.
Christian, if you have been the target of a verbal threat from either of these users, please @-ping me (you can do this "semiprivately" from one of my answers) or send me an e-mail. Alternatively you can flag the post (or the thread) where the threat occurred, and a moderator will further investigate the matter.
The same advice applies to all users and all unpleasant encounters. Just flag it, and leave. Don't let yourself to get drawn into it.
Jihad by definition doesn't mean to kill westerners. I am uneasy about the names but I don't let it concern me and neither should you. Since it can't be proven one way or the other of their intention, forcefully changing the name is wrong. This action can cause people to dispise westerns when they had no problem before. Don't let fear of what you don't understand or the unknown cloud your judgement.