Cassius gave a slight smile when he looked toward his acquaintance, he wasn't hurt by bullets much, his bones were way too dense. "I'm not affected by bullets...my bone structure and internal organs are resistant to gunfire..." He said to her, his pistol was still aimed until he lowered his weapon, holstering it. 

He raised his eyebrows a bit when she revealed that she was an angel, this gave him some obligation to protect her. Why would he let someone so divine like herself be harmed. When he was introduced as a bodyguard he smirked a bit. He stared at the subject, fearlessly staring down the gun.