Christ is our prophet in that he reveals to us, by his word and Spirit, the will of God for our salvation.
Christ is our priest, in that he once offered himself as a sacrifice to satisfy divine justice, and to reconcile us to God. He also makes continual intercession for us.
Christ is our king, in that he subdued us to himself, he rules and defends us, and he restrains and conquers all his and our enemies.
(Summarized from the Westminster Shorter Catechism)