I'll assume this scholar starts at a low level and can't afford a high Str. Unlike Raven's players I would go scholar all the way. He will lose out on some martial abilities, but will have access to important scholar abilities faster.
One of the most important things to keep in mind is that a strong enemy can knock out even a high level scholar with one hit. He should stay far away from melee and use Total Defense if he isn't doing anything important. He could use the Stygian bow at low levels, but at higher levels increasing DR/HP's will make it next to useless.
Meat shields are vital to his survival. Unfortunately, the rest of the party might not always be willing or able to protect him. At level 6 the Leadership feat could give him meat shields. He could also hire bodyguards, but this might be risky/expensive. The Animal Ally spell makes for a fine bodyguard, but depending on what he chose he might not be allowed to take it with him in urban settings.
Skills are more important in Conan than in D&D, but he still can't rely on them in a combat heavy campaign. He should read the skills carefully so that when an opportunity presents itself he will be able to use his skills to great effect. Remind him that Int 12+ will allow him to buy some cross-class skills, like tumble.
Alchemy is time-consuming, expensive, and requires him to have a base of operations for his lab. For these reasons I don't think alchemy is a reliable or important part of the low level PC scholar arsenal. But if he has the opportunity to make it, Blue Devil's-Flame (SoS) is good. Herbal items only require ingredients and time to brew them, so they might be slightly more accessible, depending on your campaign.
War of Souls can be good if the party outnumbers the enemies. If the enemy sorcerer fails his Will save he will be Power Attack bait unless his turn is up next and he wins the opposed check.
There are very few reliable spells at low levels that I know of (AE, SoS, Free Companies). Gelid Bones is one of them, but it requires him to take Curses and Oriental Magic, both of which have very few good spells at low levels. And this spell forces him into melee as well. Torment (SoS) is decent, but by the time it lasts 2 rounds he might well encounter enemies with 8+ HD.
Defensive Blast is in my opinion his best chance. It's a free action, can be used with AoO's, and has no components. This means he can use it even when wearing armor/shield or in a grapple. He should ask the party tanks to do nonlethal damage to weak enemies, then Energy Drain and sacrifice them. Use Energy Drain whenever possible to increase PP's. At level 6 he should consider Opportunistic Sacrifice, as it works well with DB and some of the good spells.