I would say your best bet is to immediately pick him up and give him a bit of time out on his own when the play gets too rough for you. This is a very good point, already made by HunterHarleyMum. It is not when the play gets too rough for your sister's cat, as this level will vary, creating confusion for all three of you. You cannot afford inconsistent boundaries when trying to change behaviour.
Also, try to resist the plaintive mews and doleful eyes when taking him away from play. Despite what will be his best efforts to make you think so, it is not a harsh punishment.
P.S. I think Gill wants to know if you LIVE with your sister.