Do with Metal Scraps

If you don't want to join a PvP corporation that teaches newbies, such as Agony Unleashed, then take courses from them. They offer excellent training courses for non-members (for a fee), highly recommended.

Alternately, join Eve University, and take PvP courses, both from E-Uni, and Agony. There's no skill requirement for E-Uni, it's for training total newcomers. (Minor note, they are frequently at war, when recruiting is closed, so it may take time to join - but it's worth it). The Uni is generally considered a transitional corporation, most people leave it after they feel they're proficient, for other corps.

Update: R.I.P, Agony Unleashed. I can't find any articles on why, but they have disbanded.

Unfortunately, it is difficult to give you a definitive answer given that situations vary so much in EVE, all you can do is try to stack cards in your favor.

Some things to consider though:

1. Interceptors survive on speed, get a Warp Scrambler, hopefully you can use it (possibly overheated) to turn off their MWD which will lend you a huge advantage.

2. Remember Lasers do EM and Therm damage only, tank for it

3. Amarr are armor tanks, which makes them vulnerable to Kinetic/explosive. He probably doesn't have that much to plug that hole.

4. Personally I would look into destroyers, they hit hard, recently were buffed, and fit with tracking mods can probably hit the quick bastard.

5. Failing that, get friends, or starve him until he goes away.

Fly Safe!