What he carries will be entirely dependent on where he has to carry it and how important it is that it remains concealed.
There are dozens of valid .40 deep carry guns (meaning they will pass any kind of normal visual inspection), but they almost all have to be carried around the waist or on the upper body. There are many, many options for doing so, including holsters that tuck inside your belt-line, into pockets, into pouches worn across the groin, in shoulder holsters, in specifically-designed t-shirts that carry like your wearing a shoulder holster, etc., etc.
As a general rule, if you really want to make sure someone's dead you don't want to go a lot lighter than a .40--though with customized ammo he could carry a 9mm, .38, .357, .380, or .32 and still have some level of comfort.
Then there's also the possibility that he goes UP in caliber for his UC gun, rather than down (since he won't be governed by the standard issue policy of his dept). There are a lot of easily concealable 10mm or .45s out there that don't carry a lot of ammunition but do the job with gusto.
My limited experience with the Russian Mob also saw some of them carrying .50 AE Desert Eagle pistols that weren't meant to be concealed: they're meant to let everyone know that you're packing a $@#&ing hand-cannon.
Some personal suggestions, to give you a range of choices and options:
Kimber Ultra-Carry II .45
Kahr P40 .40
Smith and Wesson 442 .38
Glock 27 .40
Kel-Tec P3AT .380
Pick one (or whatever you like) and we'll give you good options to carry it.