Jerry is one of Gru's many minions, who serves in a variety of capacities within the secret lair.  Like most of the minions, he has a great fondness for Margo, Edith and Agnes, and will go to great lengths to both protect and amuse them.  He's also pretty handy with a bedtime lullaby.  Of course, like most minions, he's also a bit mischievous and rambunctious as well.

(NOTE: Officially there are two Jerrys in the Despicable Me franchise.  Each is an entirely different type of minion.  This particular Jerry appears in Despicable Me 2, though less frequently than his counterpart.  Most notably, he is seen singing a lullaby to the girls one night, and then going in for a game of putting with Kevin, just before he's kidnapped by a mysterious force).