Can this game Level up And Change job?

No, you can't change job. If you start as a thief, you continue as a thief even in new game+. You level up by increasing your stats using soul points via the maiden in black after defeating e 1-1 boss.

The answer to the first question regarding job change is no, you won't be able to do so even after you've cleared the game and continue on to new game+.

The answer as to whether you can level up is that you may only level up by using souls via the black maiden in Nexus which will only be made available after you've defeated the first demon called Phalanx at the Boletarian Palace a.k.a the boss of 1-1. In order to increase a value of a stat, you'll need a certain amount of souls to do so. The higher your Soul Level, the higher the amount of souls you'll need to improve any of your stats. So to say, the cheapest class at the starting of the game would be the noble which starts with Soul Level of 1 whereas the most costly would be the Barbarian and the Thief class which both starts with Soul Level 9. However, when the Noble class reaches Soul Level 9, the amount of souls needed to level up is the same amount of souls needed by the Barbarian and Thief class when started. In the end, the amount of souls needed to each level are all fixed at a certain increasing amount until Soul Level 712.

You should also be aware that the job you pick at the beginning of the game matters because that'll be your status for the early parts of the game. Not only that, you should also choose a job based on your way of playing as each class has different ways to fight and you'll be fighting with that style for quite some time before you can get other weapons with other styles. For example, the knight uses a long sword and thus swings at moderate speed whereas the thief class uses a dagger which swings faster than the knight but at a lower damage. The speed the thief dodges is also faster than the knight however the knight's armor has higher defense compared to the thief's armor.

In short, you should consider which class suits you best so that you'll not have a hard time playing the game.

Should a character reach the maximum Soul Level i.e. 712, regardless of your job, all of your stats would have been maxed out and thus makes no difference between the jobs anymore. And do not worry about the character's attire as you are able to obtain the whole set of attire of other jobs at some points of the game.