Only show entries related to category I am trying to create a category template that shows all entries to show relating to the categories. 

At the minute the cats are


Industry 
Chemical
Medical
Personally I would set the category select field outside of the matrix block but that's up to you. 
The problem you are running in to at the moment is you are not looping over the matrix field.

{% for entry in craft.entries.section('job') %}
    {% for block in entry.matrixFieldName if block.type == 'job' %}
        {% for category in block.category %}
            &lt;h2&gt;{{category.title}}&lt;/h2&gt;
        {% endfor %}
        &lt;a href="{{ entry.url }}"&gt;{{ block.title }}&lt;/a&gt;&lt;br&gt;
    {% endfor %}
{% endfor %}


So what we are doing here in the first loop we dive into the jobs section.

{% for entry in craft.entries.section('job') %}


Once we are inside a job entry we loop over the matrix field containing the "job" block. We only want to display the "job" block (security for when you add more blocks in the future). 

{% for block in entry.matrixFieldName if block.type == 'job' %}


Once we get into the matrix field we loop over the selected category field. This way you get access to all the fields inside that category (including the title).

{% for category in block.category %}


Now you have access to all the fields. 
All the fields you want to use from the jobs entry you can grab by {{ entry.field }}. All the fields inside the matrix block by {{ block.field }}. And everything inside the category by {{ category.field }}.

OLD ANSWER

Correct me if I get you wrong.

I guess you have a field that connects an entry to a category but what you could try is something like this: 

{% for entry in craft.entries.section('jobs') %}
    {% for category in entry.CATEGORYFIELD %}
         &lt;h2&gt;{{category.title}}&lt;/h2&gt;
    {% endfor %}
     &lt;a href="{{entry.url}}"&gt;{{entry.title}}&lt;/a&gt;&lt;br&gt;
{% endfor %}


This is if the order doesn't matter.