Hi Pushpraj,
None of this might be optimum solution because -
1. You may not like to overload production server with jenkins
2. You can not have local machine up and running all the time
I would rather suggest to obtain a dedicated CI machine running jenkins from your IT department.
If you get windows machine for jenkins then you can run tests on IE, FF and Chrome.
If you get Unix machine and want to run test on IE then you may have to use Selenium Grid (Covered in 7th Selenium Training) to invoke tests on different machine. Remember in this case you need two systems. One for running jenkins and other for running tests.
Hope this helps.
~ seleniumtests.com