I also had the same behaviour.
The reason is simple :
The bouncycastle jar is not in the slave.jar classpath.
I think the solution may be to add the bouncycastle.jar in the slave.jar classpath MANIFEST.MF and always launch the slave.jar with the bouncycastle.jar in the same folder =>
When the slave is configured with :
"Launch slave agents on Unix machines via SSH" : The bouncycastle.jar would be copied at the same time as the slave.jar and in the same folder
"Launch slave via execution of command on the Master" : The bouncycastle.jar would be downloaded at http://yourserver:port/jnlpJars/bouncycastle.jar like the slave.jar and would have to be in the same folder
I have not look at other slave start methods.
While waiting for a good resolution, a simple fix is just to copy the bouncycastle jar into your jkd/jre/lib/ext folder.
ex : cp /tmp/jetty-0.0.0.0-8080-jenkins.war-any/webapp/WEB-INF/lib/bcprov-jdk15on-1.47.jar jkd/jre/lib/ext/
I think this is the reason why stephenconnolly did not have any problem (not sure).