Jennifer "Jenny" Shepard was a former NCIS Special Agent and also a former Director of NCIS who led the agency from September 2005 up until her death in the field in May 2008.
The daughter of Colonel Jasper Shepard and an unnamed civilian woman, Jenny along with her unseen sister Heather were both presumably born and raised in Los Angeles with the family relocating to Washington D.C. after Colonel Shepard was reassigned to the Pentagon.
During his time at the Pentagon, Colonel Shepard was accused of taking a bribe but died while under investigation with his death being recorded as a suicide.
Jenny however refused to accept the suicide ruling and later became fixated on the idea that French-born international arms dealer, René Benoit AKA "La Grenouille" or "The Frog" was responsible for her father's murder and as such, she sought to capture the Frog by any means necessary, even going so far as to devote ten years to her life in the hope of arresting him.
At some point, Jenny, fueled by the need to make her dream of arresting the Frog a reality joined NIS/NCIS where in 1999 and as an NCIS Special Agent, she worked with NCIS Special Agents Leroy Jethro Gibbs and Agent William Decker on a covert mission in Paris involving the assassination of Russian arms dealer, Anatoli Zhukov and his finacee, Svetlana Chernitskaya.
While Decker served as the handler, Gibbs was assigned to eliminate Zuchov and Jenny was sent to kill Svetlana and although the mission was considered a success due to Gibbs killing Zuchov, Jenny had failed to neutralize Svetlana because at the time, Jenny, a rookie agent did not possess the emotional capacity required to assassinate someone.
This ultimately prompted Jenny to let Svetlana go, a failure that would ultimately cost Decker and Jenny their lives some years later.
Whilst in Paris she and Gibbs became lovers, remaining so during further assignments in Serbia, Italy and London. However, their relationship soon soured and she eventually left Gibbs, apparently to further her career but also because of his inability to commit to a future together.
While on missions in Europe, Jenny also met and befriended Mossad officer Ziva David with Ziva saving Jenny's life during a mission in Cairo, Egypt two years prior to NCIS Season 3.
At some point, Jenny returned to the States and presumably remained in some kind of administrative position at NCIS.