Massive black holes (BHs) in dwarf galaxies can provide strong constraints on BH seeds, however reliably detecting them is notoriously difficult. High resolution radio observations were recently used to identify accreting massive BHs in nearby dwarf galaxies, with a significant fraction found to be non-nuclear. Here we present the first results of our optical follow-up of these radio-selected active galactic nuclei (AGNs) in dwarf galaxies using integral field unit (IFU) data from Gemini-North. We focus on the dwarf galaxy J1220+3020, which shows no clear optical AGN signatures in its nuclear SDSS spectrum covering the radio source. With our new IFU data, we confirm the presence of an active BH via the AGN coronal line [Fe X] and enhanced [O I] emission coincident with the radio source. Furthermore, we detect broad H$alpha$ emission and estimate a BH mass of $M_{rm BH}=10^{4.9}M_odot$. We compare the narrow emission line ratios to standard BPT diagnostics and shock models. Spatially-resolved BPT diagrams show some AGN signatures, particularly in [O I]/H$alpha$, but overall do not unambiguously identify the AGN. A comparison of our data to shock models clearly indicates shocked emission surrounding the AGN. The physical model most consistent with the data is an active BH with a radiatively inefficient accretion flow (RIAF) that both photoionizes and shock-excites the surrounding gas. We conclude that feedback is important in radio-selected BHs in dwarf galaxies, and that radio surveys may probe a population of low accretion-rate BHs in dwarf galaxies that cannot be detected through optical surveys alone.