Kin-Ki is one of the four oni controlled by Fujiwara No Chikata. Named after gold, Kin-Ki's body is so strong that no weapons in existence can pierce it.
"One of the four oni Chikata Fukiwara was said to have controlled during the Heian period of Japan. His body was so tough, swords and arrows bounced off of him."
—Shin Megami Tensei III: Nocturne compendium
Shin Megami Tensei IMAGINE
Kin-Ki can only be obtained through fusion. He appears as a field boss on Shinjuku field when summoned by one of the charms the Yaksini NPC in Ichigaya Camp's B11 will trade for magnetite. A strengthened variant called Peerless Steel-Bodied Kin-Ki can be fused by players after completing a series of G1 Trial quests from a Cathedral of Shadows researcher in Ikebukuro. This variant learns the unique skill Lightning Flash Massacre.
Shin Megami Tensei IV
Kin-Ki is the sub-boss faced at the end of the Challenge Quest, I Want to Make the City Bright. He has created a Domain over a relic spot in Ueno - Central Way and must be defeated to obtain the LED Lightbulb. He can be refought for the item he has after a certain amount of time has passed.
Kin-ki later appears as a normal enemy in Infernal Tokyo.
Shin Megami Tensei IV Apocalypse
Kin-Ki can teach Nanashi the Power Punch, Mortal Jihad and Charge skills through his Demon Whisper. He benefits from learning Physical, Electricity and support skills.
Persona 4
"One of the four oni controlled by Fujiwara no Chikata, its body is so hard that no weapons could penetrate it."
Requests Macca. After using on the same clan of demons thrice, any demon of that clan will take away one third of player's Macca forcefully in the next encounter.
Kazuma Kaneko did not intend Kin-ki to use any weapon, unlike his fellows. But likely for saving an individual set of skeletal animations, his 3D model is given the same club of Oni and uses the same attack animation. This design decision continues to Persona 5 when all 3D models and animations were given proper revamp.