I'm very thankful for your concern for your father's spiritual situation. Someday, we will all die, and the greatest act of love we can ever show to anyone is to point them to Christ and His salvation. The Bible says, "He who wins souls is wise" (Proverbs 11:30).
Only God can break through the barriers your father has erected in his heart—barriers of pride and self-sufficiency and spiritual blindness. That's why the most important thing you can do for your father is to pray for him, asking God to overcome those barriers and open his eyes to the truth. Remember: God is able to do what we cannot do, and the Bible promises that "The prayer of a righteous man (or woman) is powerful and effective" (James 5:16).
At the same time, don't give up sharing your concern with your father, letting him know that you love him and don't want him to enter eternity without any hope. You might also want to enlist the help of others he might listen to—a friend of his who is a Christian, or a clergyman he might respect.
Whatever the outcome, may God use this experience to make you more sensitive to others who don't know Christ. Ask God to make you a witness for Christ to those around you, both by what you say and by the way you live.