Chains?

Hey there. New player here.

Been looking forward to playing a tiefling paladin that seeks to 'right' the wrong done to his bloodline generations ago (an extreme generalization) and have been fine-tuning the details in combat style.

Started reading Malazan recently and with all the High House Chains talk, I thought about the possibility of a sort of 'Chains' motif with a 'Banishment' subtheme. A character that focuses on binding the demons for the kill or keeping them to their respective realms. Perhaps even wielding a huge enchanted chain whip thingy alongside a shield. For all those MtG players, think Gideon Jura and heiromancy.

Any idea how I might go about?