- Ukrainian living in Australia on permanent residence Visa, eligible for citizenship but hadn't bothered to get it. I wanted to move to Europe.
- Went through the Australian citizenship application process. As an Australian citizen I would be eligible for a working holiday visa.
- (In the meantime) Saved up about a year's worth of living expenses from running a business in Australia.
- Also in the meantime spent a year locked away in my house building a small portfolio of games. Freelancing meant I could work largely from home and set my own hours.
- Applied for a working holiday visa to Sweden. Received approval via email in about 2 weeks.
- Moved and started applying for jobs. Started work about 2 months later.
I did try to apply for jobs remotely but that didn't work out - though I had prior experience in my chosen industry I was not senior or experienced enough to justify a company relocating me from the other side of the world. Physically being there and not scaring a company with the prospect moving expenses and arrangements helped.
Best option: Select where you want to go, save some money, find some companies from that location and personal contacts there, Get a tourist VISA, go there and talk personally.
Your success will depend on getting appointment while visiting and ability to pursue your future employer for an Employee VISA.
Good luck..
Devex.com has a decent listing of jobs and companies to work for.
That said, highly skilled workers such as software engineers usually don't face a lot of immigration issues.