Most buildings have policies about how loud noise can be and how late you can make noise.

Put every violation into writing and report him to the landlord, each time suggesting an appropriate remedy -- that your neighbor use headphones.

You could suggest this to your neighbor yourself, although I doubt he'd comply.

If you've been a good tenant, there's a chance that your landlord or management company might actually take action.

Especially if you can get a couple of other folks on your floor to also complain.

Good luck!