The problem was related to where the job was being executed.
When running the DTS from enterprise manager it was executing on a different server than it was when executed as a scheduled job.
The server that was running the job when it was scheduled did not have the folder used to contain the log file. It's okay if the file is missing, it will be created the first time there is information to log. The folder containing the log file must be created manually.
After doing this the Scheduled job completed successfully.

Andy