What is the password for jenkins user under MACOSX?

No password is set by default for user jenkins. You need to set it up by executing sudo passwd jenkins

I always use sudo su jenkins - to work as the Jenkins user on the command line, this should also work on a Mac. Then you don't need the password at all.

I don't have my MacBook with me to tests this now, but on my current linux server the jenkins user was created with shell /bin/false. I changed the shell in /etc/passwd to /bin/bash, after that I could login with su as the Jenkins user to setup ssh-keys, etc...