The job failure alert is automatically generated when user-defined job, such as backup or UPDATE STATISTICS fails. This alert event is always written to the AlertLog and is considered to have a critical severity level. You cannot be notified by email about this kind of events. The exclamation mark is displayed in the Object Explorer tree for the job node that triggers an alert.
The job failure alert message contains a database instance name as well as the job name and an error text. You can see a job execution details by pressing the Details button in the Alert Viewer. If the failed job is triggered as a result of a user-defined monitor alert, the user-defined alert message also displays an exclamation mark to bring to your attention that an associated job failed.