I think a self-sponsored bizjet type rating is only good as a last resort, with a very good chance of a job at the end of it.
There are many avenues to be exhausted first e.g. ask your potential employer if he will bond you for half of it / all of it for a few years, etc. Being a bit cheeky can often work like magic - you're just asking!
As Joe le Taxi says, it works differently with airlines. In any case, good luck!