Lots of modern marketing and design seems to use elements of human sex appeal to sell other products - e.g. sleek curves on cars, thin shapes, etc. Physical attraction is one of the strongest human instincts, so manipulating it to drive someone to your product can be profitable, and a product which succeeds in doing so could be described as "sexy." This is the likely context in which people are describing a company or job as "sexy" or "unsexy."
Additionally, whether a particular job is considered desirable in a mate (typical example: doctor) can also influence whether the company doing that job is "sexy."