Here's one suggestion thus far that no one seems to have thought of:

Don't change anything.

It seems to me the player had this kind of character in mind from day one. He didn't care much about being knowledgable or skilled. He wanted to a whirling hurricane of devastation, and live up to the Guardsman's tagline, "... meant to kill things in loud and violent fashion." Intentionally evading circumstances that allow the character to shine (this is obviously not what is happening, but I'm addressing it anyways) would be poor GMing. In a group with two damage-ish characters, there just needs to be opportunities for both.

Example;

All of the team's investigative work has uncovered the ritual location of some maleficient ex-guard cultists. The area is sealed, and the only way in is to infiltrate a power station nearby. Now, gunning all of the folks there down would be corruption worthy, since they don't have anything to do with the cult, so the assassin has to get in all stealth-like to get the job done. Then, when the power's off, the Guard character gets to shine. Likewise, in his or her new location, the assassin might have a great bead on the targets, thus satisfying their bloodlust as well as their need to feel useful.

He's Guard, Is'nt the Rule with them is try to battle Superior Foes with Ineffectual Weight of Fire? What's he doing with an Assault Canon in the first place, Arn't the only Infantry meant to pack them are Terminators and Squat Exo-Armour Guards?

But seriously he's got the Balls, Determination and Biceps to, Want to, Save up for and Physically use this thing, now as GM it's your Duty to give him call to use the dam thing and Bugger the concquences to the party, their equiped for War Worlds and Space Hulk Assualts send them out on that kind of mission. But that's if this thing is his Hammer and sees every problem as a Nail.

Psst!...its an autocannon, not assault cannon.

Though, the autocannon is probably just as deadly as the assault cannon.

Fair enough, but my comment stands, If the Weapon becomes a Hammer it's time to hit the party with it.