Which church did he start?
In reality Christ said it was HIS Church, and that Peter would build upon it through Peter.
"....on this rock I will build my church."
I don't think Peter was into denominations.
"Which church did he start?"
There is no evidence that he started any church. He was an apostle to the Jews and Rome was a gentile church with a problem with the Jews. Paul's letter is a criticism of them for their arrogant attitude toward the Jews, so if Peter started the church or was its first Bishop, he wasn't doing a very good job in Paul's eyes. Paul does not even mention him in the letter.