On Windows using cmd.exe can be a burden. Fortunately, Jenkins allows the use of alternative shells.
A different shell can be used for each "Execute shell" build step of a job - even on Windows.
Note the inline help for the "Execute shell" build step type.
Examples of "Execute shell" build steps for Windows using Python as the shell:
#!python.exe print 1
#!C:\Python25\python.exe print 1
Note that you can also pass parameters to the shell, like:
#!python.exe -u #From "python -h": -u : unbuffered binary stdout and stderr (also PYTHONUNBUFFERED=x) print 1