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).
Jess Dandy's birth name is Jesse A. Danzig.
Jess Robbins's birth name is Jesse Jerome Robbins.
Jess Nichols's birth name is Jesse James Nichols.
Jess Richardson's birth name is Jesse William Richardson.
Jess Moulin's birth name is Jesse Albert Moulin.
Jess Margera's birth name is Jesse Philip Margera.
Jess Hahn's birth name is Jesse Beryle Hahn.
Jess Ivey's birth name is Jesse Francis Ivey.
Jess Kirkpatrick's birth name is Jesse Bertram Kirkpatrick.
Jesse Woodrow's birth name is Jess Woodrow Wynia.
Jess Arnold's birth name is Jesse Calvin Arnold Jr..
If Jess is your name you can call yourself Jess even in Spanish! But if you want a more spanish name just pick a name like Margarita, Alicia, Juanita.