I don't believe there are any events triggered by queue jobs that you can listen for. Feed Me does have an event called afterProcessFeed
(more on that here) that's triggered after a feed is processed (i.e. all feed items are completed), but that won't be triggered if the Feed Me queue job fails for some reason.
If you're worried about a queue job timing out and failing, there are techniques to handle queue jobs running out of memory or execution time and failing. PutYourLightsOn's excellent Campaign plugin takes pains to handle this by allocating as much memory as possible and monitoring both memory and timeout values during the queue job. If the values are exceeded (i.e. the job is about to fail), a new job is scheduled to take over after a delay.
You can check out how this is done in the Campaign SendoutJob
class here. I must credit PYLO's Ben Croker for pointing me in the direction of his code when I was asking similar questions about handling queue job failures.