Is he causing damage, and is it prolonged chasing? Otherwise it is probably him just trying to assert his dominance on the tank. It might help to introduce him at night when the lights are off, and then I would leave the lights off for a day or two (but you would obviously have to keep paying attention).
The other thing would be to introduce more than just one fish, but I don't know if that is an option for you. Usually it is the other way around, with the new fish getting picked on. Good luck.