Boss is a bully. Is there anything I can do ?

Hi

So I’m 9 months into a role at a European boutique IB advisory house and from very early on I knew my Director was going to be hard work. Anything from comments on my appearance, looking tired etc, lying about having given me actions, to contradicting past instructions. He’s hard work on a good day and a bully on a bad day. I know it’s not personal. Prior to me he’s had multiple analysts under him quit in 3 months or less. Is there anything I can realistically do about any of it without it making things worse. Any advice much appreciated.