Frederick shouldn't be second sealing before other characters anyway. Besides with Veteran MU will easily reach 20/15 and you'll wish you kept the second seal for them. --- Hector x Farina - OTP of FE.
If you plan to use him that far, knight is a good option.
Why would you choose Knight class? It's a base class. Frederick is already at an advanced class as a Great Knight.
Some of the game's best skills are in the base classes. Armsthrift, Anathema, Miracle, Movement +1, and Vantage come to mind.
IIRC, none of those happen to be available to Frederick, and so taking him through an unpromoted class may indeed not be the greatest idea. But don't discount it for other characters out of hand. In particular, anyone who can go through Mercenary should go through Mercenary, ideally before promotion, because Armsthrift is simply too valuable a skill to pass up. --- "Playing a game for its graphics is like watching pornography for the story." - Kadiroth