Volmer made his professional debut with the Estonian National Opera at the age of 22 and has been associated with the company ever since. He became Associate Conductor of the Estonian National Symphony Orchestra in 1989, and was appointed its Music Director in 1993 (a position he held until 2001). He held the position of Chief Conductor and Artistic Director of Finland's Oulu Symphony Orchestra between 1994 and 2005. In 2004 he took up both the positions of Artistic Director and Chief Conductor with the Estonian National Opera.
Arvo Volmer is also Music Director and Chief Conductor of the Adelaide Symphony Orchestra - who recently extended his contract until 2013. During his directorship of the orchestra he has led tours to Los Angeles (Royce Hall) and New York (Carnegie Hall). In 2008 he began an extended Mahler Cycle with the orchestra over a five-year period.
Volmer has performed with many of the world's top orchestras and appeared at numerous theatres and opera houses. He has conducted such orchestras as the BBC Philharmonic, City of Birmingham Symphony Orchestra, Orquestra Sinfonica do Estado de São Paulo, Singapore Symphony Orchestra and L'Orchestre National de France. He has conducted the Rundfunk Sinfonieorchester Berlin, Stuttgarter Philharmoniker, Orchestra of the Komische Oper Berlin and most of Scandinavia's major ensembles including the Finnish Radio Symphony, Helsinki Philharmonic, Gothenburg Symphony and Royal Stockholm Philharmonic orchestras.