I created a new Azure WebJob project in Visual Studio 2015 using .NET Framework 4.6.
In the app.config, I set three connection strings:
You need to set the AzureWebJobsDashboard connection string in the portal in your Web App Application Settings blade (steps to do that here). The Dashboard runs as a separate site extension and doesn't have access to app.config. Add the connection string to the connection strings section on the settings blade.
You can add your other connection strings there as well (e.g. AzureWebJobsStorage) rather than storing in app.config if you wish for security/consistency, however the WebJob can read AzureWebJobsStorage from app.config.