I am not sure it is a good idea. 

.conjurrc defines general parameters of client connection, and generally does not contain any information about Conjur contents (variables, users, etc.) 

This file specifies bundle of variables, which can vary significantly between invocations.  On the other hand, it does not care about endpoints, etc.

I do not think that mixing "connection context" and "environment context" in single file will be convenient, as well as bloating .conjurrc with all possible bundles of variables  (that will happen in case of Jenkins)