launch.py

    def run_job(self):
        """Run the all steps of the job, logging errors (and debugging output
        if :option:`--verbose` is specified) to STDERR and streaming the
        output to STDOUT.

        Called from :py:meth:`run`. You'd probably only want to call this
        directly from automated tests.
        """
        self.set_up_logging(quiet=self.options.quiet,
                            verbose=self.options.verbose,
                            stream=self.stderr)

        with self.make_runner() as runner:
            runner.run()

            if self.post_process is overridden by subclass:
                self.post_process(runner, runner.stream_output())
            elif not self.options.no_output:
                for line in runner.stream_output():
                    self.stdout.write(line)
                self.stdout.flush()

steves_job.py

class StevesJobSteveJobs(MRJob):
  def post_process(self, runner, lines):
    db = connect_to_sqlalchemy()
    for line in lines:
      parsed_line = self.parse_output_line(line)
      db.add(MyThing(id=line['id'], value=line['value']))
    db.commit()