How do I deal with an irritating, cocky, 'know-it-all', constantly interrupting MD?

Title says it all... pls help. This guy calls me out of nowhere and quizzes me on the work I've done; I do all the shit the FT analyst throws at me and we send it to him, and he says why didnt you talk to associate X on what else you could do? Bitch, I was up till 2 doing the other stuff given by the analyst and my 'internship project'. 

Advice? Not sure how to deal with this... 

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