I've lived here for a year and a half, am doing a MA-degree at the University of Helsinki and it's been pretty difficult for me to get a job.
www.mol.fi has the joboffers listed on there, so you could have a look. If you plan on doing a master's here, the job center will not do much to help you. I went there the other day and they simply stated that because I am a student, I'm not really unemployed. So they couldn't help me at all, because the "really" unenployed people are served first by them. Like someone else pointed out, you won't be receiving any benefits from KELA.
I don't want to be as negative as the others. I've been living here happily for the last year and a half. I had some savings, which I brought here and my partner helps me out a lot. I'm learning Finnish, which is hard, but I see improvement every day. And me moving here hasn't put a strain on our relationship at all. But I guess couples cope with changes in different ways.
So it's not all bad, that's what I'm meaning to say. Just keep an eye out for jobs in Finland and keep in mind that it might take a while to find something. (aarresaari.net is another good site.)
Good luck!