The letter "J" (and the sound it represents) was the last letter (and sound) to be recognized, and it did not exist in any Indo-European derived language (and perhaps even in others) until 1524 when per Wikepedia: Gian Giorgio Trissino (1478–1550) was the first to explicitly distinguish I and J as representing separate sounds, in his Ɛpistola del Trissino de le lettere nuωvamente aggiunte ne la lingua italiana.
In 1611 when the King James Bible was first published there still was no letter "J" in the English language, and in the original KJV Jesus was called Iesus. The letter "J" did not appear in the English language until 1634. It still does not exist in Hebrew.
More food for thought: If there was no "J", then just who was this "King _ames" who commissioned and authorized the first K_V Bible, if there was of quite high certainty no "J" in his name or his Bible?