The London Mayor's prospects of leading the Conservative Party were said to have taken a knock after the television interview, when the politician was forced to deny being a "nasty piece of work".
Mair's performance, while standing in on The Andrew Marr Show, has sparked suggestions he could take over as lead anchor on BBC2 programme Newsnight.
But the Scottish broadcaster, 47, who hosts PM on Radio 4, dismissed the speculation and said he was happy in his own job.
He added that the publicity surrounding the interview had forced him to confront a personal issue.
"Never mind all the stuff about what the interview revealed. The photos revealed something very shocking to me," he said.
"What in my mind was my discreet but manageable bald spot is, in fact, the size of a dinner plate. Only the over-the-shoulder TV camera angle could tell me this and, what's worse, it was then relayed in every newspaper in the land."
The presenter, who occasionally presents Newsnight and was praised for his performance fronting the programme in the wake of its Jimmy Savile fiasco, insisted he was not interested in being the new Paxman, John Humphrys, or Andrew Marr.
"As for all the hullabaloo - for the record, I don't want Jeremy's job. Or John's. Or Andrew's. I like mine," he said.
"Although my contract is up soon and I haven't heard anything, so if you run a radio or TV station and you think there's a future for a 47-year-old in a bad wig – call my agent," he joked.
The mayor was grilled over his integrity, including suggestions he had lied about having an extra-marital affair in last month's broadcast.
However, he said Mair had done a "splendid job" and, asked whether he should get Paxman's lead anchor role on current affairs programme Newsnight, he added: "I should think he'll get an Oscar, it was an Oscar-winning performance. I think he'll get a Pulitzer."