would say immunity to killing blow is a must! my witch hunters managed to blow this guys head off when he had a 1+ rerollable and a 4++. not bad for 110pts. alternatively TGM also enjoys facing this guy (my friend plays him alot) with his runefang and other tricksters shard. Hurricanum and speed of light tends to help as well.
Stuff like this. Things can kill him, but they are not common and often situational. Some armies.don't even have the stuff to deal with him. Other armies that can produce lots of killing blows really don't have much to fear. Usually for me, my luck sees me get my black coach to ethereal and I then send him character or armor hunting with his killing blow everything. (although strangely, killing blow has never worked on anything but a character)
"Of course you fight fire with fire. You fight everything with fire!"