Managing Vocations
You can change your vocation in the Relay Station District (Within Location) and change your vocation at the NPC Archibald.
Vocations can be switched freely. In the late game you will be leveling them all to share their augments. You gain job points by leveling them up. These are infinite as you can gain more by doing endgame dungeons (Extreme Missions)
NPC Archibald

Gamer Tip
I personally recommend to only level the skills/augments you like, because in the midgame you'll feel like you never have enough
Unlike in Dragon's Dogma, vocations are levelled up independently. Stat gains from one vocation will have no effect on other vocations. However, Augments from one vocation can still be equipped on another.