Grey_grey_grey

Hello folks. We bought an Afrrican Grey a month ago. He was 11 months at the time (one year old now). I think he comes from a happy family and he is happy now. He wistles a lot, he is active, eats good, says "hello" and mimmics a dog bark. He goes onto my older son's shoulder, my son takes him out of cage and all but he would not step up onto my son's finger/wrist. He is afraid of me and won't come close to me. When I approach to him he backs away, regardless he is inside the cage or outside. I (and my sons) would like to do more activities with our Grey, like taking him outside on a nice warm day (with a leash), hand feed him, pet him etc. but since I can't approach him we can't do any of those stuff. So, my question is how do I get my Grey to come to me? Any help will be appreciated.