YES! I've done it several times, lived and worked in HK, NYC after studying in Belgium and graduating in US. Now living in the UK. So many opportunities out there. However remember in some countries it might get a little bit tricky for you as a woman. In some cultures woman is not accepted as a manager.. (I've struggled in Dubai and India)
Living in another country will not only improve your CV but also benefit your life on so many other levels. It's also an exciting experience for both of you as a couple.
Obviously you need to think about expenses, insurance, taxes, health care, pension = all legal implications.