Tank is a term used in MMORPG games (like World of Warcraft- which I'm guessing this character is from) for the character types that are good at absorbing damage and keeping enemies distracted so low-armor/high-damage characters can beat the snot out of them without fear of taking hits.
What race is the tiny one supposed to be? She looks like a Draenai... but then the pedantic part of me is left wondering how a Draenai and a Goblin can be in the same party :P
Natazii is canonically neutral, not part of the horde or alliance. She goes where the money is. The draenei is the tank, a character belonging to Jet. And yes, she's goblins in WoW have Jersey accents.
And yes Goblins CAN be neutral. The Steamwheedle Cartel is neutral and runs places like Gadgetzan and Booty Bay. The Bilgewater Cartel is the only goblin "faction" to ally themselves to the horde after Thrall saved them from The Lost Isles and Gallywix. *nerdxplanation over*