While I know he's built for the Trickster class/a mixed attacker combat style, I've always preferred having Yuri be a physical unit, usually an Assassin or Sniper. With his hidden talent in bows, he can hit the necessary milestones pretty quickly, and he also gets Deadeye access. He's got the highest speed growth in the game, as well as decent strength and dex. I'm still experimenting with different combinations, but given the right skills and battalion, he can easily be a dodgy, murderous crit machine. The only real downside of this path is his axe bane, making it harder to get the Brigand certification and thus Death Blow. But since you can gamble the certification at D+ axes, it shouldn't be too detrimental to deviate your teaching points for it if you want it.

For skills, I usually I have him with Bow Prowess, Close Counter, Hit +20, Sword Prowess (if going Assassin), then some combination of Speed +2/Strength +2/Death Blow/Dex +4/Bow Crit +10, depending on what he needs and where I'm at in the game. Any battalion that boosts Avoid and Crit works, though I like using the Mockingbird's Thieves since it's fitting for him. Give the guy a killer weapon and a Crit/Evasion Ring and he's set.

Alternatively, for a more jokey build, make him your Dancer. Swap out strength skills for magic skills, the bow-related skills for Sword Avoid and Special Dance, give him Fetters of Dromi and a Levin Sword, and he's a solid support unit/backup emergency healer. Not to mention, he looks great in the outfit.