Maternus - bishop of Milan - died in 328.
Maternus of Cologne died in 3##.
Maternus Cynegius died in 388.
Benignus - bishop of Milan - died in 472.
Mirocles - bishop of Milan - died in 316.
Venerius - bishop of Milan - died on 408-05-04.
Senator - bishop of Milan - died on 475-05-29.
Glycerius - bishop of Milan - died on 438-09-15.
Saint Ambose of Milan fits your description.
Ambrose was a convert to Christianity and governor of Milan, Italy, before he was named bishop,
Milan Bizovičar died in 2006.
Milan Budimir died in 1975.
Lanfranc of Milan died in 1306.