The only concerns would be A) the rat smashes your koi food, and B) the rat poos in your pond introducing parasites (unlikely).
I've never heard of rats having a pop at the fish themselves.
Just get rid of it and you should be fine mate.
17lb. Despite the grimace, it made me smile, and laugh.
I'd only just cast the rod in after getting back with Sky after a walk round the lake when it went off, I was sorting out the next rod, mid PVA bag making. Bait was in the water 2minutes, not sure the PVA on the first rod had even dissolved.
First fish on the Shrimp!