He's paid by Moira Brown to protect her and her merchandise. Except for the rare occasion when he is sleeping, he is always standing next to the workbench. His living quarters are through the doorway on his right, tucked under the stairs. There's a bed, although he's never seen sleeping while the store is unlocked, a single locker, three metal boxes, only one of which containing random loot. His dialog is lacking, never starting a whole conversation with the character.
He doesn't seem to like anyone and talks in a gravely voice.
Due to his position and high chance of detecting you, it is very difficult to successfully pickpocket him.
He seems to regenerate his supply of 5.56mm ammunition every day or so. If you can manage to pickpocket it successfully, this is a good way to stock up.
If the player character asks Confessor Cromwell about local gossip, he will tell you that Moira has hired a mercenary who "never sleeps". He does in fact sleep, however, just quite briefly and not until 5 AM.
Killing the mercenary may sometimes cause all of the citizens in Megaton to become hostile towards you. They will remain hostile even if you go away and wait for several days before entering Megaton again.