So maybe a slow heavy armored knight is more of hindrance than a help if he's too slow to dodge? I found the only chance in hell I had against that demon was to take off the armor to be able to dodge fast enough.
Keep in mind it's an open class system and you can find all the starting items of the various classes later on. If you want to be a knight in shining armour you can become so from any starting class.
As for that demon, as azarhal said, Pyromancer is the easiest way to deal with him and that's partly because the demon is weak vs fire. The other way is starting with firebombs starting gift.
Also, I'd suggest using your weapon in two-handed mode because it effectively doubles your strength.