Grey Knights will more formidable than they initially let on in Warhammer 40,000: Daemonhunters as the devs recently showcased a set of specialisations for the player's units.
W40K: Chaos Gate - Daemonhunters showed off the specialisations, called advanced classes in this case, for the first time in a gameplay trailer that briefly shows their flavour.
For reference, the basic classes are the Justicar, Interceptor, Purgator and Apothecary. Their advanced counterparts are the Paladin, Chaplain, Librarian and Purifier.
Paladin is what you might expect - a giant wielding a hammer that's able to bonk Nurgle's minions into the Warp all day long. According to the description in the trailer, this is the offence-focused class that can pulverize several enemies at once.
Chaplain is your regular buff provider that uses prayers and litanies to make his allies stronger. The trailer mentioned nothing of his combat capabilities but you can see a wrist-mounted bolter on his arm left arm so don't worry about being unable to attack anything. This is Warhammer 40K after all, everyone is able to kill something.
Librarian, just like the name suggests, is an exceedingly powerful psyker. This one also wields a wrist-mounted bolter but most of his work will be done with abilities, not the least of which is a teleport that doesn't originate from his Terminator suit.
Purifier is there to cleanse all the daemon corruption the good old fashioned way - by incinerating everything. Not much to say about that one, it's self-explanatory.
These specialisations are hinted to become available after levelling a few times but there is no clear indicator how far into the game you need to be to achieve them.