If I had to guess, I'm thinking Thief will be the next class (learned from this secret guild in Limsa) and Ninja will end up being the job (Yugiri will no doubt be the teacher).

First, they even say that Thancred used to be some what of a "scoundrel", so thief fits. And Yugiri even looks like a Ninja. I just think this was there way of leading into this new class/job.