He is in the Advocate's Tower north of town towards the river.
Lore & Dialog
Sir Tenshin tells you, "Greetings! I've just come to head the garrison here in Shoushi. The townsfolk of this peaceful city must be protected, and everyone should do their share to help! Could you help me to investigate a certain matter?"
Sir Tenshin tells you, "There is a farmer who lives a little ways past the Shoushi South Outpost. He's been a normal townsmember for a very long time, but no one can speak for how he's come into so much wealth recently. Normally it's a cause to celebrate when one's neighbor moves up in the world...but why is he acting so distantly when he comes to town to stock up on provisions?"
Sir Tenshin tells you, "Could you go and check in on him? I am sure there is nothing amiss, but I just want to be sure..."