Born in 1958, he began his career in 1988 as a secretary in the Council for the Protection of Human Rights. In 1992, he joined the Ministry of Foreign Affairs in the Department for Neighbouring Countries. From 1994 to 1998, he was Deputy Ambassador to Italy. Between 1998 and 1999, he served as Secretary General of the Ministry of Foreign Affairs. In 2000, he was appointed State Secretary at the Ministry of Foreign Affairs, and in the period from 2001 to 2005 he was the Ambassador of the Republic of Slovenia to Italy. Between 2007 and 2008, Volk was the Head of the UNMIK Liaison Office of the Republic of Slovenia in Kosovo, between 2008 and 2009 Chargé d'Affaires at the Embassy in Priština, and from 2009 to 2010 the Coordinator for the Western Balkans. From 2010 to 2015, he also served as Ambassador of the Republic of Slovenia to Croatia.

From 2015, Volk was employed at the Centre for Strategic Studies and Analyses at the Ministry of Foreign Affairs, and he was Consul General in Trieste until assuming the post of State Secretary.

Volk is the author of numerous professional articles and seminars in the field of diplomacy and international relations, and has published his works in various publications and Slovenian printed media. He is the co-author of the book Slovenija proti Jugoslaviji (Slovenia against Yugoslavia) and the author of the books Od naroda do države in nazaj (From Nation to State and Back) and Spomin volkov (Memory of Wolves). He was awarded the Bronze Medal of Merit for his contributions to the National Defence Manoeuvre Structure during the Slovenian War of Independence.