He can be used in 1st edition 40k easily enough, as the random equipment tables can easily accommodate his power sword, needle pistol and whatever other toys might prove useful. In 6th edition 40k he can very easily use the rules for the Ordo Xenos Inquisitor, as these also have access to the needle pistol, servo skulls and various other gear a Rogue Trader would definitely have, plus Inquisitors can be taken in lots of armies, representing his household troops.
I plan to paint him up in in traditional naval colours- dark blue coat, white uniform, lots of gold trim and the like. I'll post a picture once he's painted. After that I'll do some pith helmeted imperial guard painted in the uniforms of victorian era Royal Marines :-)