Job before Z visa.

Your new employer can only help you get that.

Yes, to work you do need to come in on the correct visa, and that requires you  to have a job lined up first. You need to find employment with an employer that has permission from the authorities to hire foriegners. As you'll have probably read in other places, taking a job with a company that says they'll sort the paperwork out once you arrive is a REALLY bad idea.

They will then send you paperwork, most importantly a Foreign Expert Certificate. You need to take this paperwork to an embassy, along with the reuslts of a comprehensive medical checkup (you can also pick up a medical form from the embassy first for the doctor to fill in, which saves hassles), and obviously, your passport, money and passport photos. Then you can be issued with the visa.

Please note than the Z visa is only one stage of the paperwork. Once you're in the country, you'll need to transfer the Z-visa into the relevent work permit, register with the police and do another full medical.