Once you reach level 40, check with Raine in the Ailily guild until you find a quest from Kratos requesting you to battle him. He is not easy to defeat, with close to 30,000 HP and a near instant heal that he uses whenever his health gets low. Once you defeat him, he will say he is amazed you surpassed him and will give you the Magic Knight Invitation. This allows you to change your class to Magic Knight. You will need 1,000 grade before you can change to this class.