Hey /an/, rat question for you rat owners!

I rescued this rat from a now no longer in business terribly run rat "breeder" who I am pretty sure just bought a bunch of rats from the pet store.

I've owned rats before, but this one's different. Let me describe him... First off he's an adult. His fur has certain spots/lines where it's slightly bald, and he's very, very anxious. I have to keep him separate from anything but humans, as he'll attack my other male rat and my dog. He won't bite me at all but I have to be very calm with him and make sure he knows its me whenever I pick up him or feed him, etc. I'm almost certain they never even bothered to let him out of the cage, but he doesn't seem sick or anything, just stressed and timid.

Is there anything I can do to make his experience here more enjoyable, and possibly return some of that lost fur?

I named him Xerxes, by the way. I thought it was a cute way to describe him.