It is not currently possible to send a notification to an agent at the moment they are mentioned on a ticket, however, depending on what settings are enabled in your support account – you can take advantage of native functionality to achieve a similar result.
For example, if an agent is mentioned in an internal note and you have followers enabled within Zendesk – you can send a notification to all followers when a new comment is posted and any mentioned agents will also receive this notification since Zendesk automatically adds mentioned agents as followers.