You may need to modify your physics asset for your character model, somewhere it will be not covering the character correctly. You can not solely rely on the generated complex collision on the mesh for physics as it can cause issues like this.
You can find out how to do this in the documentation: https://docs.unrealengine.com/latest/INT/Engine/Physics/PhAT/HowTo/CreateNewPhATPhysicsBodies/index.html
Hope this helps.