He can be seen at the Epsilon Building, along with Ameer, Haylee, Joscha and Tiana, the other four people that the Cultstoppers believe to be kidnapped.
In the mission "Unknowing the Truth", if the player betrays the Epsilon Program by stealing the money, Jesse can be killed during the gunfight, but will still continue to spawn at the Epsilon Building, indicating that he survived the shootout.
Between 29th of April, and 27th of May 2013, anyone could apply to be cast as one of the five Epsilon characters. Jesse was one of the fans selected from the Epsilon Casting Event and is therefore modeled on the likeness of Jesse a.k.a. SultanMetalbeard[1].