Unable to delete SQL Server 2008 R2 login
If you have many jobs and do not know which job is owned by this login, this query will tell you the name of jobs owned by them:

SELECT j.name
FROM msdb.dbo.sysjobs AS j
INNER JOIN sys.syslogins AS l ON j.owner_sid = l.sid
WHERE l.name = 'loginYouWantToDelete'


Once you have found the job, you can delete it using: sp_delete_job: (From MSDN)

EXEC msdb.dbo.sp_delete_job
    @job_name = N'JobToDelete';