I am trying to blend the subject with the background in this composite, not sure what to do any more:
I'm not sure if something like this is what you're going for or not...
It's completely possible to have a photo with the depth of field to have everything in focus. I chose to apply a 1.5px Gaus Blur and a 3px Blur to the image, and faded them in so that the 3px applies to objects further away. You could make the blur more extreme, but it's important that it fades to apply more to objects further away, and less to objects closer to the lens.
I also burned the model's side. The lighting doesn't look right - the buildings show very harsh shadows, and while it's possible that (if this weren't a composite) the model could be under a scrim, well, I think adding just a bit of contrast helps put him in the scene a bit more.
My edits are a quick mock up to get the idea out there. If taking this to print/display, you should spend a bit more time than I did on making sure the subject doesn't have a halo around them from the blurring.