She's a minor antagonist for I think it was one episode. Her and her boyfriend are noted as cruel and violent criminals, and vampires, but they are also sort of singled out as a 'practice target' and are completely disposable.
Her role specifically is to be an emotional obstacle for Seras, who's torn and conflicted over her own newfound vampirism, along with Seras hesitating to take her shot because Jessica fleeing in terror looks human to her, even though she knows she isn't.