Which deity should it be?

Then we'll make him a god, following what you asked for. Now the question is whether he should belong to a new pantheon or if I should use a deity from an existing one, like Thor's brother, Baldr, for example.

1 - Yahweh

2 - Hephaestus

3 - Hestia

4 - Surtr

5 - Prometheus

6 - Loki

7 - A new pantheon, though this would be much more challenging.

8 - Dragon God

9 - Apollo

10 -???

Or maybe an Archangel?

1 - Gabriel

2 - Nathaniel

3 - Uriel

Although I want to write about a male character, keep in mind that he's in High School DXD, so he'll need to have *ahem* a harem. After all, I'll take your thoughts into consideration.

The idea is basically that a lucky soul ends up surviving the forgetting of their universe, much like the Phoenix. Surviving and being the last being in the Marvel Universe, though she has lost her ego, and ends up merging with the MC. The MC then resets the universe just as the Phoenix would in Marvel, only this time, he creates the DXD universe. Eventually, he "falls asleep" and realizes he has reincarnated as ******. (P.S. Even if he's Yahweh, I'll make the MC turn all the angels into females.)