The value that is put on having a good education is increasing all the time. As the job market becomes more and more competitive, applicants are having to find new ways to set themselves apart from the competition.
It used to be that you could find a good entry level position with a basic undergraduate degree. And that a quick search through the career guides would result in a number of applications and almost certainly a job.
This is no longer the case. People can spend weeks and even months trawling the career websites and newspapers, sending applications left right and centre and still not finding a position. One of the ways that people have sought to find a competitive advantage is through furthering their education.
An undergraduate degree is no longer a guaranteed job ticket and neither are the postgraduate degrees but they might give you that extra edge that you need to land the job. It can be strange to re-enter the student world when you have been in the working world. And most people will need to work and study concurrently.
There is nothing wrong with this. Even an education costs and those costs can be substantial especially if you have no income. While it may be a strain, it is also a good investment in your future.

