yes, if you translate the name Jesse into Spanish, it is Jesús. (though most Spanish speakers would read the name "Jesse" as "Yessi." rather than Jesús).
Names do not change no matter what the language.
(There are, nevertheless, equivalents, e.g. Juan/John, Pedro/Peter, Maria/Mary)
Jess Dandy's birth name is Jesse A. Danzig.
Jess Robbins's birth name is Jesse Jerome Robbins.
Jess Ivey's birth name is Jesse Francis Ivey.
Jess Richardson's birth name is Jesse William Richardson.
Jess Moulin's birth name is Jesse Albert Moulin.
Jess Hahn's birth name is Jesse Beryle Hahn.
Jess Nichols's birth name is Jesse James Nichols.
Jess Kirkpatrick's birth name is Jesse Bertram Kirkpatrick.
Jess Margera's birth name is Jesse Philip Margera.
Jesse Woodrow's birth name is Jess Woodrow Wynia.
Jess Arnold's birth name is Jesse Calvin Arnold Jr..
Jess Yates's birth name is Yates, Jesse Frederick Joseph.