Maybe jedi doesn't provide any autoloads? In that case you could either provide your own, or just require the library outright in your init file.
...but no; looking at the repo your jedi:install-server function in jedi-core.el has an autoload cookie. el-get ought to have processed that on installation. If you have a ~/.emacs.d/el-get/.loaddefs.el file, check for the autoload declaration there?
el-get presumably still puts things in ~/.emacs.d/el-get/ by default (I use quite an old version, so I'm unsure of what's changed).
n.b. If the jedi library is in the load-path, then M-x locate-library RET jedi RET will tell you where it is located. (And find-library can visit it.)