LINQ to SQL Joining Entities
Your j and i variables are pretty plain and won't make this code fun to maintain (especially if it were a big block of code)  

You should use more descriptive variables.

you should create a collection that groups the Jobs by their Industry and then select from that collection the industry name and the count of jobs in the collection with that name.

from job in dbConnection.jobs
join industry in dbConnection.industries on job.industryId equals industry.id
group new {industry, job} by industry.Name
into jobsByIndustry

select new {
    industryName = jobsByIndustry.Key.Name,
    jobscount = jobsByIndustry.Count()
}