Back around the 2.0 launch Yoshi said that if they ever introduce a gunblade job it won't be until we invade Garlemald since the entire concept is uniquely Garlean in the FFXIV universe. Based on what we've seen of Gaius and Nero using their gunblades though I would take a guess that they'd be a DEX based DPS job (assuming the stats even still function like that by the time we get to Garlemald in 4.0 or 5.0). I can see them having some interesting mechanics related to opening and closing distances with their target, with different skills having optimal ranges as opposed to the rear/flank positionals of the other melee jobs. Could be interesting.