[@Zoldyck] You can't do a 1 to 1 translation of the Golden Company with them actually supporting another third option pretender to the throne. What can be done however if you really want to is that you play as the family of another PC who went out and made their own mercenaries. You could even be one of the Mad King's bastards (but unlike Anyamara you wouldn't get your own claim).

If you really want to just go for something more martial, being a vassal of the Western Marches is an option as they're the ones who see the most actual combat in the kingdom, fighting off nomads and such.