There are many ways to handle that problem.
Every group has someone who optimizes their character, and they are usually a pain to deal with because the rest of the group would suffer whenever you attempt to challenge that one guy who could handle the problem.
But what you really must do is identify the problem. What causes him to be so strong in combat? Is his armor? His skills are too high? His damage is too high? He has too much health? Or the player is simply too reckless for your weakling guards? Maybe he is just being lucky on all his rolls while you are rolling terribly.
Depending on what the problem is, it can be avoided in a couple of ways. Like, if his armor is the problem, why the guards don't arrest him while he is taking a shower or sleeping in an inn? If his weapon skills or damage is too high, why they don't try to disarm him? If his health is too high, then you need some ranged attackers to reduce the numbers before the guards have a chance against him. If you are rolling bad, then just keep rolling and one time you will get lucky and defeat him.
There is always someone stronger
Keep in mind that there are always characters stronger than your's in the game. The player should be aware of that, and that's probably why he focused so much on combat stats and abilities. But that will not save him when the real Gregor Clegane or the Kingslayer shows up to arrest him (That happened to Ned Stark).
Take a look on the campaign guide for ideas of "champion" npcs. You don't really need to use famous npcs if you don't want to, or don't want to risk them destroying the continuity of the timeline of the series (like killing the Mountain before Tyrion's trial for instance).
There is always someone faster
If brute force does not solve the problem, then speed and stealth might.
No character is immune to an archer firing arrows on top of a tower, even if they carry a shield, some arrows will hit and hurt. A faster character is like Oberyn fighting the Mountain, he uses speed and reach to his advantage, but not only that, he uses the terrain against him, keeping his distance as much as he can while still dealing damage. When in trouble, he will flee and attack later.
There is always someone smarter
A smart opponent will use everything he can to his advantage, and will try to put his enemy on the worst possible scenario. He doesn't need to fight, but if he does, he has the upper hand. Check the combat chapter, see everything that can grant advantages and disvantagens, put your player alone against all odds.
She will also use poison if that helps her, will flank her opponent, fight many against one, fight from range, fight while he can't move, fight while he is unarmoured, fight while he is weaponless, he will wait to attack for when he is tired and starving, after a long rainy journey, and so on. Preferably all of those at the same time.
For instance, have you checked all weapon properties and see how they could be combined against a foe?
A weapon with Entangling causes -1 Movement and -5 on all tests, but you can free yourself spending a Greater Action and an Athletics or Agility (9) check (also with -5). Both whips and nets have that quality, net being close range instead of melee will be safer for your npcs to throw one or two and stay safe and in range to use other weapons. Surely, he can escape the net or whip, but what if there is also someone hitting him with a Maul? Mauls have the Staggering quality, which means that anyone attacking with it can stagger their target if they obtain two margins of success (sacrificing one to trigger the quality) and preventing their target from using a Greater Action on their next turn. That means that someone being mauled cannot possibly scape a net.
If they Grab him, that is another penalty, he cannot move away and takes -5 on his Physical Defense until he beats the grappler, which will help others to apply their tactics against him.
This is the kind of strategy that a smart character can think of and make his guards/peons do against a tough opponent.
There is always someone prettier
A pretty character is one who also doesn't need to fight to win. She isn't afraid of using others to do the job for her, and will use poison and dirty tricks if necessary. If she can, he will outlaw the character. She will starve the character, inn keepers will refuse to let him sleep there, the character will have to sleep on the open, catch diseases. He won't buy food easily and won't find people willing to help him.
This character is like Cercei, playing court tricks, using her influence and seduction to make our character have enemies he didn't even know about. She will humiliate him, and even his companions will find it troublesome to travel with him, because all their problems seems to be caused by him.
Since he focused so much on his combat abilities, his social abilities must be pretty low, so he will have a hard time convincing anyone to help him. He will have to intimidate his way against all his problems, and that never leaves people happy about it.
This is still a game.
Remember that the game isn't about GM versus players. Letting a character shine on what he does best is exactly what is fun for him. Maybe the best option is actually talk to him in person, out of the game, and see if you both can find a middle ground where you both won't spoil the fun of the others. Like, how about a tournament where he can spend all his fighting energy, while the others do social combat in the background?