So, before you spend too much hard-earned money on SAP training, keep that in mind. I often say that it's a better use of your time researching SAP trends and marketing yourself to SAP customers. In your case, you may be able to get a good break if you stick with it. The demand for BW expertise continues to increase - in large part because BW is becoming more and more central to SAP installations. Starting with NetWeaver 2004S, BW ships with all SAP core purchases.
So what do you do if you haven't found a BW position? Not an easy question to answer. I would take a two prong strategy: first, I would continue to apply to other BW positions, seeking out entry-level positions that also involve other skills you've developed, such as PowerBuilder or Oracle. In addition to that, I would also apply to positions on SAP customer sites - even if those positions are not in BW. The fact is that it's much easier to break into SAP from inside a company running on the software. So if you can't get "instant gratification" by finding an SAP role, the next best thing is to get inside a company running on SAP. This tactic requires some patience, but I have seen plenty of folks pull this off and work their way into SAP from the inside.
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