In fact, the U.S. economy actually lost 1.2 million jobs last month. There were 134.1 million jobs in June, and 132.9 million jobs in July. (The numbers are in this PDF.)
Why the massive gap between the number everybody is reporting and the actual number?
There are huge seasonal fluctuations in employment that occur in a predictable way, year after year. Retailers staff up before Christmas, and lay people off in January. Public school districts staff up in the fall — and let people go in July, after the school year ends.
All businesses are cyclical, which makes it hard to hire effectively. Do you hire lots of people when times are booming, only to find yourself overstaffed when times are less great? Or do you underhire in the booms, depriving yourself of growth? Places like Goldman solve that problem the capitalist way: they simply staff to the cycle. When profits are going up, they hire; when profits are going down, they fire.