To solve this question, the user needs to know the basics of JCL (Job Control Language) used in Mainframe systems.

The statement used to mark the beginning of a job and assign a name to the job is the JOB statement.

A. JOB: This option is correct. The JOB statement is used to mark the beginning of a job and assign a name to the job.

B. EXEC: The EXEC statement is used to execute a program or procedure within a job, not to mark the beginning of the job.

C. STEP: The STEP statement is used to define a unit of work within a job, not to mark the beginning of the job.

D. PROC: The PROC statement is used to define a procedure, which can be called from within a job using the EXEC statement, but it is not used to mark the beginning of the job.

E. None of the above: This option is incorrect because the correct answer is A.

Therefore, the answer is: A. JOB