For all you guys who are not allowed to use the OPENROWSET command, this might help. I found the start for my solution here:
This relies on the fact that some columns of the msdb.dbo.sysjobactivity table first get populated after the job finishes in one way or the other.
-- Start job
DECLARE @job_name NVARCHAR(MAX) = 'JobName'
EXEC msdb.dbo.sp_start_job @job_name = @job_name
-- Wait for job to finish
DECLARE @job_history_id AS INT = NULL
WHILE @time_constraint = @ok
BEGIN
SELECT TOP 1 @job_history_id = activity.job_history_id
FROM msdb.dbo.sysjobs jobs
INNER JOIN msdb.dbo.sysjobactivity activity ON activity.job_id = jobs.job_id
WHERE jobs.name = @job_name
ORDER BY activity.start_execution_date DESC
IF @job_history_id IS NULL
BEGIN
WAITFOR DELAY '00:00:10'
CONTINUE
END
ELSE
BREAK
END
-- Check exit code
SELECT history.run_status
FROM msdb.dbo.sysjobhistory history
WHERE history.instance_id = @job_history_id
You might want to put in some checks for how long the WHILE-loop is allowed to run. I chose to keep that part out of the example.
Microsoft guidance for exit codes etc.:
http://technet.microsoft.com/en-us/library/ms174997.aspx