There is usually a difference between the two structures that arises from thevmany meanings of "change.""change" can both mean "get a new one" and "transform the essence of." The first meaning usually has a noun in the plural: change seats, change planes, change names. The second can go with "the" or words like "my." So in theory "change your job" could mean change your duties and other things, while still working in the same place and possibly drawing the same salary.
I don't know what you mean by "crucial" -- you either change your job or you change jobs.
I changed my job three times in the past five years.
I changed jobs three times in the past five years.
I would normally choose the second one in that context.
A note: Changing jobs nearly always implies a new employer, not changing your duties within the company you're working for -- if that happens, you would express it some other way: I've been promoted and now my duties include responsibility for the Asia-Pacific Region.