- The 'him' is redundant. It is a pronoun that is supposed to take the place of the noun referred to (your brother) but your brother is already in the sentence so does not need to be represented by a pronoun.
So "My brother, who I am older than, lives in Paris" (please note the use of commas) is grammatically OK but sounds very unnatural to a native speaker.
2.'whom' is wrong here because 'whom' must refer to the object of a verb , and your brother is not the object of the sentence but is actually the subject of the sentence:'My brother...lives in Paris'. You are describing what your brother is - younger than you - not referring to him as the object. You could have 'whom' if the description of your brother took a different, adjectival, form. For example, you could say "My brother, wiser than whom no Frenchman can be, lives in Paris". That means the same as 'My brother, who is wiser than any Frenchman, lives in Paris'. The difference is that the descriptive clause in the first case describes Frenchmen and in the second it describes your brother.
- is fine, but @HankyPanky's version is better.