An expression for someone who makes difficulties for himself

This is a bit of a neologism, but I suppose "self-saboteur" captures the person you are describing adequately.

If you don't necessarily need a single word you could go with the more traditional:

He has a habit of shooting himself in the foot

You could say

He is his own worst enemy.

or

He can't get out of his own way.

If I were an employer describing this person to a third party, I would call him/her:

A Liability

If I were describing this person generally, I would use:

Self-destructive

More generally:

A trainwreck

Or, even moreso, and in the strictest sense of the word:

A fool

If an adjective will suffice, "improvident" or "shortsighted" or any of their synonyms should work.

Your question's phrasing suggests that maybe you want a noun. A "micawber" is a person who assumes that things will be better in the future and thus avoids working hard in the present moment.