You may need some additional permissions/config if your server does not already have them:

exec sp_configure ‘show advanced options’, 1

exec sp_configure ‘Agent XPs’, 1

For reasons unknown you may also need to add exec permissions explicitly to server_audit user in the master database for:

xp_sqlagent_is_starting

xp_sqlagent_notify

Both of these xp are called by sp_start_job and server_audit should have implicit exec permission via membership of msdb SQLAgentOperatorRole and cross db ownership chaining (always on for msdb and master). In general I have not needed to add these permissions but on some SQL2005 servers (so far) I have needed to. Seems strange because as far as I can see the DDL code is the same and so are the permissions.