This is a local title of Koorosh (Greek: Cyrus) the Great, king of Persia from the House of Hakhaamanesh (Greek: Achaemenid).
This title was popular among ancient Jews only.
Please check the story of Daniel in OT. He liberated Jews in Babylon circa 539 B.C.
He also helped them to reconstruct their temples and respected their beliefs.
Zul-Qarnein means King of two empires, Maad (Media) and Paars (Persia), it literally means owner of two horns (i.e. power).