The i5/OS job submitted through the System Agent failed with warning message: "Job does not exist on the system".
However, when the same job was run with the native i5 SBMJOB command from the system prompt it had completed successfully.
This situation might occur when the job had got its own Job Description.
Check if a particular i5 Job Description was defined to run the job.
Look at the 'Message logging' option in this Job Description: you need to have it as 4 0 *SECLVL :
Message logging:
Level ......................... : 4 Severity ....................... : 0 Text ........................... : *SECLVL
The Agent needs this level to read the job status properly.