Resolution:
Debugger will delete the checkpointed jobs when it is terminated forcefully.  One option is to run the process as the engine (command line) if you want to keep the checkpointed jobs. In this scenario once the engine is restarted all checkpointed jobs are executed first and you will see this line on the console:

5:348 GMT -8 BW.NMASSOODI-LT Debug [BW-Core]  Engine NMASSOODI-LT started, loading 14 checkpointed

Another option is to kill the debugger using System.exit(). Here is the steps:
Create a process and add a Java Code activity and add this line of code "System.exit(0);" and compile. Whenever you want to kill the process, start the process that
contains the "System.exit(0);" then checkpointed jobs are not wiped out and when you restart the Tester the checkpointed jobs are picked up first automatically.

Tester in BW doesn't keep the checkpointed jobs. Once a process is forcefully shutdown, all checkpointed jobs are wiped out from checkpoint folder of working directory.