I probably wouldn't try to argue with him; in my experience, arguing with people who are convinced they alone are right seldom does any good, and usually only gets them upset. The Bible wisely says, "A gentle answer turns away wrath, but a harsh word stirs up anger" (Proverbs 15:1).
But what I would do is try to help him understand that we are not saved because we belong to a particular church, but because of Christ and what He has done for us. Our church membership doesn't save us; only Christ saves us, and our hope is to be in Him alone. We are separated from God because of our sin, and only Christ's death on the cross can remove our sin and guilt.
Churches are important, and we need the fellowship and teaching they provide. But no church is perfect, and Christ alone is our Savior. The Bible is clear: "Salvation is found in no one else, for there is no other name under heaven given to men by which we must be saved" (Acts 4:12).
Your colleague's attitude is unfortunate, and I hope you will pray for him. But most of all, I hope you will not let his attitude confuse you or turn you away from Christ. If you have never done so, open your heart to Christ today. Then ask God to let His joy and peace not only fill your life, but spill over to those around you including this man.