After discovering the severed head of Rakharo inside a bag carried by Rakharo's horse, Ser Jorah Mormont considers either Khal Pono or Jhaqo as the culprits and that Rakharo was killed as a demonstration of contempt for the notion of a female leading a Khalasar.
In the books
In the A Song of Ice and Fire novels, Jhaqo is a ko in Khal Drogo's khalasar. After Drogo's fall from his horse and subsequent incapacitacion, Jhaqo is one of the several kos that declares himself Khal and takes a portion of the khalasar as his own - twenty thousand riders. Among those who follow him is Mago (who is killed for challenging Drogo in the TV series, but in the book he is still alive for no such challenge occurs), who becomes Jhaqo's bloodrider.
Mago seizes Eroeh, a Lhazareen girl whom Daenerys saved from him earlier, rapes her and gives her to Jhaqo. Jhaqo gives her to his other bloodriders. After the six of them gang-rape her, they cut her throat. Daenerys is filled with deep rage when she hears that. She swears she will pay back both Mago and Jhaqo, and before she is done with them, they will plead for the mercy they showed Eroeh.
At the end of the fifth novel, Jhaqo and about fifty warriors of his khalasar encounter Daenerys while she is in the Dothraki sea, after Drogon has flown her there. His reaction is not mentioned, and it is unknown how the encounter will develop. In the series, it is Khal Moro's khalasar who finds Daenerys instead.