Generally speaking, an admin holding this role can override any restrictions you've put in place. Only give that role (or any admin role) to people you fully trust.
If you are interested in protecting specific documents, you can apply a sensitivity label to them and scope the label to exclude the user(s) in question. There are some caveats there too, and you might end up loosing some functionality in your goal to secure access. So it's best to remove the role altogether.