Military snipers use very large calibre ammunition these days, as I expect special forces would. Multiple shots, with the first to crack the glass would get the job done. These guys train for such situations and could cope with the movements of the gunman. Any penetration would result in a large exit wound with such large calibre. Sniper attack followed by a raid in case he was not incapacitated would get the job done.
Many say he may have had a bomb, I'm sure there would have been significant intelligence from those escaping as to whether he had his hand on an explosive or not and how best to take him out.
