All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His Slave and Messenger.
The Muslim should preoccupy himself with what concerns him and spare himself the trouble thinking of such matters that cannot be substantiated by evidence and are not beneficial for the Muslim as far as the worldly affairs or religious matters are concerned.
The most likely view in this regard is that both Al-Mahdi and Prophet ʻEesa (Jesus), may Allaah exalt their mention, will follow their own juristic discretion and not follow any scholar. Some Hanafi jurists claimed that Prophet ʻEesa, may Allaah exalt his mention, will rule according to the Hanafi School; however, this is considered exaggeration and bigotry. Both Al-Mahdi and Prophet ʻEesa are better than the scholars; the most likely view is that they will rule according to the Quran and Sunnah and will not follow any given scholar.
Al-Albaani commented on the hadeeth that reads, "By Him in Whose Hands my soul is, the son of Mary (Jesus) will descend amongst you as a just ruler and will break the Cross and kill the pig and abolish the jizyah (a tax taken from the non-Muslims under the protection of the Muslim government [i.e. the unbelievers will be given two options: accept Islam or face war]). Then there will be an abundance of money to such an extent that nobody will accept charitable gifts", by saying, "The hadeeth explicitly states that ʻEesa will rule according to our (Islamic) legislation and will judge according to the Quran and the Sunnah, not with something other than these two, whether from the Bible or Hanafi Fiqh or the like!" [End of quote]
Allaah knows best.