Job did not believe in the Lord, and therefore he did not have a covenant with the Lord.
Unlike Abraham, to whom the Lord promised to bless in every way, Job had no covenant of protection; hence, he was powerless in leaning on his own efforts to protect him from the wiles of the Enemy.
The Lord promised the following to Abraham:
"Now the LORD had said unto Abram, Get thee out of thy country, and from thy kindred, and from thy father's house, unto a land that I will shew thee:
"And I will make of thee a great nation, and I will bless thee, and make thy name great; and thou shalt be a blessing:
"And I will bless them that bless thee, and curse him that curseth thee: and in thee shall all families of the earth be blessed." (Genesis 12:1-3)
God moved in Abraham's life, and the Patriarch responded by obeying Him.
The Lord promised to protect Abraham. Later on, the Lord formally formed a covenant with Abraham:
"After these things the word of the LORD came unto Abram in a vision, saying, Fear not, Abram: I am thy shield, and thy exceeding great reward." (Genesis 15:1)
"And it came to pass, that, when the sun went down, and it was dark, behold a smoking furnace, and a burning lamp that passed between those pieces.
"In the same day the LORD made a covenant with Abram, saying, Unto thy seed have I given this land, from the river of Egypt unto the great river, the river Euphrates" (Genesis 15: 17-18)
First, the Lord established Himself as Abraham's source for everything. He became Abraham's protection and provision and prosperity.
In the beginning of Job, we read no account where Job thanked the Lord for all the blessings in his life. From his works-centered approach to appeasing God's wrath with many sacrifices, to his ongoing bewailing of his fate, one can conclude that he established his goodness on his works, not a covenant of promise with the Lord