Jax can Leap Strike to friendly units, including wards. You can use them to plan your escape.
Jax benefits greatly from items that have both Ability Power and Attack Damage such as Guinsoo's Rageblade and Hextech Gunblade.
Try to engage him in short bursts instead of going toe-to-toe with him. Preventing him from attacking consecutively drastically lowers his damage output.
Jax can dodge all incoming attacks for a very short amount of time and stuns enemies in melee range when it ends. Wait to strike him until after his dodge is finished.