Dave, your co-worker is operating under the false protestant heresy that by faith alone
are you saved. There are oodles of passages in the New Testament that show us otherwise.
I just searched the on-line Douay Rheims, a very handy tool, http://www.drbo.org/
using the words Faith and Saved and the first 3 texts which came up were these, which immediately prove him wrong.
The first was rewritten by Luther to include the word alone
For by grace
you are saved through faith (Luther added alone - a grave sin in itself to add anything to the Word of God), and that not of yourselves, for it is the gift of God;
2 1 Timothy 2:15
Yet she shall be saved through childbearing
; if she continue in faith, and love, and sanctification, with sobriety.
3 Matthew 10:22
And you shall be hated by all men for my name' s sake: but he that shall persevere unto the end
, he shall be saved.
Often it is fruitless to discuss with these people, as they are not open to the Truth, but you can sharpen up your own skills, and you must pray for them.