How do I stop feeling so squishy?

I'm coming from Warframe and I'm used to most characters having some form of survival. An ability to heal or go invisible or something. I wanted to play Blair and every build I looked at none of them add anything like HP or defense and they seem to do fine, but I take him out with the same mods and I'm getting blown up. Is there something in the background you have to level to fix that?