How do you spell j in spanish?

The letter "j" exists in Spanish; in Words, it's pronounced like an English "h".

Its name is 'jota' (pronounced 'KHAWtah'; 'KH' as in 'loch')

If you are asking how to transcribe the sound of an English "j" in Spanish, most Spaniards would use the letter "y" since many of them inflect it like an English "j" naturally, i.e. "yú" in Spain would be pronounced like the English "Jew". In other places, where "y" is not read this way, some Spanish speakers use the letter combination "jh" to signify the English "j" sound. This is why "Jhenifer" is spelled this way in many Hispanic communities.