I would take him aside and ask him if realizes he is doing this. I would empathize and mention times I have influenced people by using unhealthy means. I would also provide him with a tip that whispering is actually more effective because then people have to actually pay attention to what you're saying rather then tuning it out.

The other option is to simply say "I'm sorry what did you say? I completely tune out when people are yelling."

You cannot let that bother you. You have to wipe it off. I have worked for some pretty hard core yellers.

In my 20s, I once worked for a guy who had 14 girls go through the position before I took the job. They quit, or left on stress etc. I knew this going into the job and just made the decision to brush it off.

People don't intimidate me easily. This guy would give you a 15 minute stapling lesson if you didn't get it exactly at a 33 degree angle, or flip out if you copied something on 100% because he wanted it at 98%.

I used to just say OPPS, and fix it. He'd scream and yell, and I'd brush it off. I never left because of him, and he never let me go. Once I got to know him, I just realized he is an older guy (he was in his 60s) and was hard core set in his ways. That was fine with me.

The sad part was, that one day he died of a heart attack, in his own home, and nobody knew for days. That to me says a lot. I was gone from that position at the time, but I still think back on him with good thoughts. He was an ok guy. Just kind of set in his ways.

I know it's hard, but you have to brush it off. I do good at the jobs that I have because I can interact with so many people and nothing phases me. I mean, everyone makes mistakes, you just correct them and keep moving forward.

Good luck, it's not easy to work with people like that, but there are people like that at every job. :)

In hindsight, I learned a lot from that guy.