You can use following Script or query for FAILED JOBS Details with error Messages in SQL. I hope it will help you.
USE Msdb
Declare @lastRunDate int =replace(CAST(getdate()as date),'-','')
SELECT Sj.name as JobName ,CASE SJH.run_status WHEN 0 THEN 'Failed'
WHEN 1 THEN 'Succeded'
WHEN 2 THEN 'Retry'
WHEN 3 THEN 'Canceled'
END AS JobStatus,SJH.message from sysjobhistory SJH inner join sysjobs SJ
ON SJH.job_id = SJ.job_id
where SJH.step_id = 0
and sjh.run_date =@lastRunDate
and SJH.run_status =0