Don't worry about it, everybody has to start somewhere.
So if you're looking for somebody who's both strong and smart, it'd be good to start with an appropriate High Concept. To tie that in with the search for vengeance, the High Concept could include a reference to revenge, or if you feel like it the revenge thing could be the villains' trouble.
Now, since this is a main villain and a fallen angel to boot, there's no need to stay away from really over the top aspects. For example, an ok High Concept could be AN UNSTOPPABLE EVIL. But that's a little generic. What would be really good is if the things you already know about the character could be tied into the characters' history. Like, if this Denarian is famous for causing massive amounts of violence, a good high concept might be THE SLAYER OF CITIES, to show that the Denarian is someone to feared and never underestimated, as well a terrible, evil, no good bad guy.
So the real question is, what's up with this guy? Where did they come from? Why do they do what they do? What have they done so far that's really impressive and dramatic?
If you can think of answers to those questions, you'll have the outline you need to turn your character concept into aspects.