Well I suppose it depends on what Ordo and disposition (Radical, mono-dominant, etc) he's apart of. I could see him carrying some sort of modified pulse rifle, if he's a radical of the Ordo Xenos....

I've always liked the mentioned (but not fleshed out) Ordo Maledictum. 

They are Inquisitors sent to close the Great Rift, "by any means necessary."

It gives me a narrative reason why my army is fighting yours. You have something that could possibly help me on my impossible mission. 

Ok, makes sense, now is he a radical (xanthites, istvaanites, or reconsecrator) or puritan (monodominant, amalthian or thorian). You decide on that, and that will definitely help you with your conversion choices.

Looking forward to seeing how you kitbash it! With Inquisitors, there's really almost endless possibilities. 

The little thing on the base is a Gargoylian in Age of Sigmar, which are little magical creatures with anti-Chaos energy. In 40k, it could be a xenos pet/psychic familiar?