You can use either, though I have the impression that 'against' implies that unemployment is certain, whereas 'against' suggests that it might happen.
When I think of it either sounds a bit odd. In the present economic climate, any job requires an education and any level of education doesn't guarantee a job - so you don't protect yourself either from or against unemployment just by getting an education. What you're saying may be that people go to university because the alternative is unemployment.
b

Student or Learner
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