Yes, you definitely should be concerned about this. After all, if your fiancé can't control his temper now, what reason do you have for thinking he'll be able to control it once you're married?
However, it isn't just a question of being able to control his temper (although that's very serious, as anyone caught in an abusive marriage could tell you). From what you say, he always wants his own way, and that doesn't hold much promise for a happy marriage. In other words, instead of taking your feelings and desires into account, he's only concerned about himself and his desires.
But that kind of self-centered, 'me-first' attitude is the opposite of true love. True love puts the other person first, and seeks to be sensitive to their needs and desires. This is the kind of love Christ has for us, and it's the kind of love He wants us to have for others. The Bible says, "Love is patient, love is kind.... It does not dishonor others, it is not self-seeking, it is not easily angered" (1 Corinthians 13:4-5).
The most important advice I can give you, however, is to seek God's will for your future. Put your life into Christ's hands, and then trust Him to guide you and help you make right decisions. If it's His will for you to marry (as it probably is), then trust Him to lead you to the man He has chosen for you, one who will love you and be your spiritual partner throughout life.