Periclymenus

Periclymenus is an Argonaut, the son of demigod Neleus and Chloris, and a grandson of Poseidon. He received from the Sea God the ability to shape-shift into various animals. He was killed by Heracles at Pylos while fighting as a swarm of bees (as mentioned by Emily Zhang in The Son of Neptune), although he tried to escape in the form of an eagle.

The Son of Neptune
In the series, Frank Zhang and the rest of his family are descendants of Periclymenus. Every member of his direct family are able to transform into animals because Periclymenus passed down his ability to "shape-shift." After Frank learns about his lineage, he tells Percy that they are related, much to Percy's, Hazel's, and later Tyson's surprise.