Most Helpful Guy
He wants to amuse himself, you're the amusement, so put on a good show!
Most Helpful Girl
Just because he is posting pictures of himself with other women doesn't automatically mean he's trying to make you jealous. However, if we assume that he is trying to make you feel that way, then he is just immature and wants to get a reaction out of you.
I would just ignore it. Also, just because he "insisted to remain friends" doesn't mean you HAVE to. If you don't want to be friends then don't. Unfriend/unfollow him from social media, ignore his texts or messages, and simply remove yourself from the situation. You don't owe him your time and attention. You should do whatever you feel is best for YOU.