There's a lot that goes into this, so be careful.
First you need to determine your niche. You've got a few different levels...
People who aquire these goods - I assume your PC is not going into this.
Long-range haulers - people who get an item and smuggle it usually across the continent or ocean
Short-range movers - people who receive the shipment, break it into smaller shipments, and distribute them to retailers
Retailers - people who sell the product to the final buyer.
Frequently, all or most of these positions are covered by a mafia and/or corporation. Ares may ship assault cannons from their production facility in Singapore, through international waters, and park them just outside of Seattle (where they'd be more tightly regulated). Several service ships come up to refuel the tanker as it lies in wait, and among them is a Mafia-controlled boat which offloads the weapons discretely. Ares covers up the paperwork trail, and the Mafia takes the weapons to a safehouse in the barrens, where they're divied up and distributed to fixers for final resale.
It is not uncommon for private operators to fill in gaps. Getting a package to a particular area in Seattle where the Mafia has poor representation is best outsourced. Similarly, the long-range smugglers who haul loads across dangerous areas (such as running the NAN or through Atzlan) are also regularly independent operators. The former requires local knowledge and usually results in non-Mafia loyalties, the latter is outsourcing risk.
1) If the space your PC cares to occupy could be better done by a mafia (or corporation), it is probably done by a mafia, and they will not appreciate the competition.
2) Organized crime occupies several major points in the operation. Operating completely independently of all mafias is not cost effective. He MUST ally himself with a crime organization in order to leverage their advantages to reduce his costs.
3) He likely has to find the buyer on the other side of the equation himself. If he's just a smuggler and not a retailer, he'll likely go to either dealers or a fixer. Because these people always have to advertise their services, they are not hard to find. However, they already have their own sources. Your PC will have to make himself competitive, and that means whoever he is supplanting will likely take exception to him.
So if I were him, I'd start out making a deal with the mafia to buy guns off them at close to wholesale prices (by buying bulk). He's likely going to have to do some MAJOR dealing to pull this off.
He'd then begin pushing his wares on retailers in niches the mafia can't access. He MUST be sensitive to who his retailers currently supply from. If he's getting guns from La Cosa Nostra and reselling them to Cosa Nostra dealers, he'll lose points. If he's selling them to Yak dealers, or to dealers who work through unaffiliated middle men, he'll gain points.
He'll need to physically defend himself when the competition tries to shut him down. He'll need to have something ready for when Lone Star tries to shut him down (gun runners are going to be less popular than drug dealers, so hunted more aggressively. BTLs don't kill cops.)
He'll basically be creating his market by force and cunning. Once he's gotten past that gauntlet, he can return to the mafia and repeat (certainly getting more attention as he does so, and facing more challenges).
It's not a great part-time job.
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My problem is that I can't figure out how to place the pawns. I need people to buy that stuff (we're talking about getting and reselling 10 panther cannons in one deal, that sort of things) and I don't see the various syndicates wanting to get that stuff (it's just attracts too much attention). The only type of people I would see buying that merchandise are smugglers that would resell it outside the city. What other type of people would be interested in this ??
Gangs are interested in this, but can rarely afford it (and it's questionable if the syndicates would want them to get it, as it makes too much noise).
He does need to determine his trade routes, specifically where the weapons can be acquired, and where they can be sold. In the UCAS, the market is mostly for small weapons, but Ares produces all sizes. However, there's a very aggressive market for larger weapons in South and Central America, in South Africa, the Middle East, and any other dirtball country running a revolution. But this is distinctly not local. These buyers likely won't pay in nuyen, preferring to pay in goods (hence the classic blood diamonds). Goods include illegal things like BTLs, counterfeit goods, humans, paranormal critters, etc. or the quasi-legal, like diamonds, oil, coal, uranium (all unstamped, of course). He then needs to find a buyer for THAT that can convert it to cash. All very complicated, and it relies heavily on his rigger abilities. (He is a rigger, right?)