I think it's a Dunmer, after all, they don't have to wear Dunmer styled stuff. IMO, the body suggests Dunmer, the hat actually suggests goblin. Looks like something a goblin would wear.
It is a Dunmer. They described the moment he was killed way back in the February Game Informer cover story where that screen was first released.
Edit* Here is the part of the magazine that mentions his race:
"[...]The Dark Elf that stole the golden claw artifact flees into the depths, a chase that results in his death. Now you're faced with a choice. You've recovered the relic,[...]" - Page 58.