I suspect what you're looking for is IScheduledJobEvents. This interface allows you to hook in to the scheduled job's "Executed" event and check whether it was successful. I've not tried this on CMS 12 but a CMS 11 implementation would look something like this:

[InitializableModule]
public class ScheduledJobCompletionInitialisation : IInitializableModule
{
    private IScheduledJobEvents _scheduledJobEvents;

    public void Initialize(InitializationEngine context)
    {
        //Get reference to an instance of IScheduledJobEvents
        _scheduledJobEvents = context.Locate.Advanced.GetInstance<IScheduledJobEvents>();

        //Attach to scheduled job executed event
        _scheduledJobEvents.Executed += executedScheduledJob;
    }

    private void executedScheduledJob(object sender, ScheduledJobEventArgs e)
    {
        //Check whether job failed and, if so, send email
        if (e.Job.HasLastExecutionFailed) {
                var jobName = e.Job.Name;
                var errorMessage = e.Job.LastExecutionMessage;
                //send email here
        }
    }

    public void Uninitialize(InitializationEngine context)
    {
        //Clean up event
        _scheduledJobEvents.Executed -= executedScheduledJob;
    }
}