That player will be a challenge. Some people can take a hint and will modify how they play, others won't get the hint or just don't care.
In game, give them a job that has big pay penalties for excess casualties. Also read up on the notoriety mechanic, explain it to the players, and maybe start enforcing that.
Out of game, explain that rule 0 is that things will scale to the characters. Any tricks, exploits, power ups, etc that they use, expect the opposition to be using similarly. When you need a major threat it will (somehow) be tougher and have heavier weapons than they do. When you throw grunts at them they will be somewhat weaker, but always scaled to their power.
And also remind them that the big players -- the corps (including knight errant and corp security), dragons -- are unkillable and unbeatable in the big picture. (That is a basic feature of the world, unlike D&D where you can eventually challenge gods.) You only survive in ShadowRun by going unnoticed, or by not being worth the bother. Killing the everyone and damaging the everything tends to make you both noticed and a bother.
Of course, if you lay it out clearly enough, one or more players may decide that they don't care to play in this setting. :-/ It isn't an easy balance.