I was wondering if he was poking someone in the eye with his ciggy... I was assuming it was an alien, a spy or some terrified local/native that he was torturing though, not one of his own men!
Great figure, and an exquisite paintjob; he does look a bit Dan Dare, but also a bit Fascist - maybe some kind of political police type. He could fit into an alternate '30s-'50s timeline quite easily from the look of him, from VBCW to sinsiter Soviet agents in Cold War America.
Great job!