Rob, who is the brother of businesswoman Carla Connor, arrives in Weatherfield next week following a stint in jail.
Baylis told itv.com of Rob's personality: "The way I'm playing him is neither black nor white. He is a hard worker and family is very important to him, although he does have a very edgy side to him. When pushed or angered, I think he can be quite dangerous.
"He has done a lot of courses to better himself in prison, but he has also met a lot of people who could help him out if he needed it. However, I think at the moment he is trying to stay on the straight and narrow as he tries to prove himself to Carla."
Revealing how Rob ended up in prison, the actor continued: "It was more of a one-off. Rob was the driver in a post office robbery - he was trying to gather £5,000 to pay off his mother's debts to a drug dealer.
"He felt Carla should have been there, because Rob thinks she would have had the money to help them out. He feels she disassociated herself from the rest of the family by abandoning them."
As Digital Spy revealed a few weeks ago, Rob later gets on better terms with Carla (Alison King), agreeing to take care of Underworld during her four-month break from Weatherfield.
Baylis added: "He is disappointed that she is leaving, as he really wants to re-establish a relationship with his sister. He finds it hard to understand her reasons for leaving at first, but he trusts his sister's judgement and he is happy to take over Underworld while she is away.
"Rob sees this as the perfect opportunity to prove himself, and enjoys working with Michelle. He respects his sister and is there to support her."
Coronation Street airs Rob's first scenes next Monday (July 9) on ITV1.