The name of the Roman soldier is Longinus. We know his name from the writings of the early church fathers. One of the Gospel accounts (which was not included in the bible) written by the pharisee, Nicodemus, mentions the roman soldier by name. Nicodemus is the one who asks Jesus in John's Gospel (JN 3:5) "How can a man be born when he is old? Can he enter a second time into his mother's womb and be born?" Click here for more traditions about Longinus.