Thanks for flagging this. Looks like it's a bug, as when you change your language preference in the drop down, and log out, we don't remember it and it reverts back to English. I'll have this fixed shortly!
It's important to highlight what the "change your language" option currently covers. When you select a language in the drop down, it only covers the language of the emails we send to you. It doesn't cover the language of the Careers site, although it should.
Right now, we're working to make the tool more comprehensive, allowing you to choose the language you'd like to view Careers in, rather than just the emails we send to you.
To access Careers in another language, head to http://careers.stackoverflow.com/fr for French, http://careers.stackoverflow.com/de for German, and http://careers.stackoverflow.com/uk for British English.
Without a doubt, we should at least be remembering your email-language preference! Thanks for flagging this, it will be fixed shortly - and a better tool is in the works.
UPDATE: We've fixed the bug in the language selector! Let me know if you have any problems.