Jess has 2 diaries. The first is on small table on the right just before entering the pentagram room for the first time - the time you enter from the upper level. The second is in the pentagram room all the way in the back left, past the statues, on a desk (to the left of where you open the grate to get the silver chalice).
You should get this while following the collectible guide, but for some reason, even though I got the 100% collectible achievement, this achievement was stuck at 50%.
So I played through again, but the achievement still didn't pop.
What worked was deleting my saved game from both places (console and cloud), and then starting a new game. The achievement popped when I picked up Jess's second diary entry.
Hope this helps someone.