To answer the question Mur no it is no offensive. This topic however is concerning. By no means should you be concerned as to if someone is offended on a religious stand point as someone could have easily originated with that name. Or if someone was to name themselves jesus, allah, or any other religious figure would you ask them to change their name? would the community demand a change of name? Everyone is free to act and choose what they wish to be called unless its actually offensive. IN MY OPINION there is nothing wrong with that name change you've made.