I highly recommend doing this on Hard. As a result, the guide will be written for the Hard difficulty, as I haven't done this on anything other. The way Khamsin acts is different on every difficulty.
This is not too hard, you just have to know what to do. Start off by having 5 EMP grenades. This will make your life a lot easier. Run up to him and mash forward X. If you see him turn gold, use XA to dodge out of the way. Keep mashing forward X till his health is at 82. He will then jump in the air and attempt to hit you with his sword thing. Block this and it will go onto phase 2.
He will be surrounded by rocks and unable to see you. As he's trash talking, get ready to get behind him. Wait for him to turn yellow and attempt to hit you. Once you see him lift his arms up, trying to hit you, get behind him. It should let you hit B. Doing this will take a huge chunk of life off.
Get him down to 30% health and repeat step two.
After this, he will be down to 10%, in which case you can use EMPs to ensure victory. After this, he will go away and charge at you. Hit YB and follow the QTE.
After this, you should have killed him without taking damage.
TIPS
If you're having trouble dodging, use the EMPs to make your life easier.
I also found that the AR Grenades were helpful.
Thanks to King YOYO for the guide.