Jenkins can't connect to window server - not enough permissions
Add JVM options -Djava.awt.headless=true
On the instance I use, the "JVM Options" field is only visible from the "Advanced..." button under the Launch Method sub-heading.
Have you tried adding a different JDK to your box and using that for your build? I had a similar issue with a Jenkins build job on my mac and was able to correct it: Jenkins build failed on OSX