After completing his Rhodes Scholarship, he took up a position with First Boston in New York. He moved to Melbourne in 1991 with First Boston that later became Credit Suisse First Boston / Credit Suisse. He was managing director of Credit Suisse First Boston between 1994 and 1999. Major financial projects that he worked on included the privatisation of Qantas and Victorian Government's sell down of its power industry between 1993 and 1999. It has been stated that power industry sale project made his career as it resulted in $14 billion more than initial revenue projections. In 2000, Wylie with Mark Carnegie, he formed Carnegie Wylie. In 2007, the business was acquired by Lazard. In 2013, he was the managing director of Lazard in Australia. Wylie's advice has been sought by significant companies including BHP Billiton, Telstra, Coles Myer, Transurban and Toll Holdings. He stepped down as head of Lazard Advisory in Australia at the end of 2014.
Sport
Wylie was Chairman of the Melbourne Cricket Ground Trust from 1998 to March 2013. In 1999, he negotiated a deal where MCG received $5 million a year from the Australian Football League for 30 years. From 2001 to 2006, as chairman, he oversaw the Ground's $465 million redevelopment for the Melbourne 2006 Commonwealth Games In September 2012, he was appointed Chairman of the Australian Sports Commission taking over from Warwick Smith. In announcing his appointment, Senator Kate Lundy said ""John has extensive experience in Australia's corporate and sport sectors and I know he will ably steer the board and oversee the continued growth of sport in Australia." In November 2012, he announced a new elite sport strategy for Australian sport called Winning Edge 2012–2022. Greg Hunt, Minister for Sport announced in March 2017 that Wylie has been reappointed as chairman until September 2020. In announcing the reappointment, Hunt said "During his tenure he has overseen an impressive reform agenda of the ASC and the Australian Institute of Sport through the implementation of the high performance strategy, Australia's Winning Edge 2012–2022 and the companion strategy for participation, Play.Sport.Australia". Wylie's passion for sport also includes playing cricket and marathon running, accredited cricket coach, coaching his sons' cricket team, attending Caulfield Bears junior football club games, Chairman of the Victorian Olympic Council Foundation Committee and Deputy President of Melbourne Stars. He is a Collingwood Football Club supporter.