Withholding this information from your new lender IS cosidered mortgage fraud since you have not closed on the loan. Whether or not you may get into trouble is a different story. I doubt anything will happen to you as long as you do not default on the loan. As soon as you default on the payments is when the auditing/investigating will begin.
My wife is a CFE (Certified Fraud Examiner) and an IL licensed Private Investigator who has worked many cases of loan fraud over the years. If you would like to speak to a true expert on this topic, feel free to email me and I'll have my wife contact you.
Both answers below are very good, and both have really good advice. I would tell you that in my expierence F.H.A. would understand a job transfer. They may want a document showing the transfer request came after you started the refinance, but I really wouldn't worry about it. Things happen and as tough as mortgage servicers can be, I really can't see them getting to worked up over a job transfer. It's always good to call your servicer or loan company for a final answer, but it they said it would be an issue I would really be suprised.