There's a persistent bit of misinformation (that I think used to be true, but was changed years ago) that you get more bonus EXP on secondary jobs according to the level of your highest job, in which case getting one to max level would be beneficial. This is not the case, and EXP now simply has a fixed bonus for all jobs that are not your highest-levelled job.

I think the best approach is to keep at least two jobs slightly ahead of MSQ level, but ideally not too far in front. The amount of EXP you get from quests is "worth more" when close to the intended quest level because it fills a bigger percentage of the EXP bar.