Who was the first Hokage sensei to?

well, there is the third hokage, and then two other people who are dead, I think that one of them might be konan, ether him or she was in the team that Jiraiya mentored.

The third hokage's teammates are the two advisors Homura(i think) and Koharu. They are still alive. Konan was taught by Jiraiya, but she wasnt on his team. He trained her briefly in the rain village.