A few weeks ago I got a good news from the CEO of the company where I did an internship. He told me that he wanted to hire me. A few days later I was called by him to talk about the contract details in the meeting room of the office. During the conversation - after talking about the remuneration and similar - I was asked by him to call his secretary. When I opened the door I saw - hidden behind a wall - a coworker, who was my tutor during the internship. He was spying on the conversation.
In the office he is the type of person who wants to know everything about everyone. He's always trying to manipulate situations to his favor. He doesn't know I saw him that day out of the meeting room.
Now, I'm working full-time for the company, I'm not in the same department with him anymore but we are in the same room.
The fact is that the guy is becoming very annoying, he tries to provoke me all the time saying that he knows everything about me and that even if we are not in the same department, he can always control me. Sometimes he just looks at me, and then starts laughing. I really don't care about him, but the situation is becoming unbearable. He is in a good position in the company, and everyone depends on him in some way.
The question is addressed to more experienced people: What is the best way to approach this kind of person to try to solve the problem at best?