Yes, it's pronounced with a G sound, as in great. As far as I know (I'm from Lebanon, exposed to many Arabic dialects, but I could have missed some), someone would only pronounce it with a J sound to make it sound funny using a literal pronunciation. It's a common joke to pronounce foreign words written in Arabic literally. They sound funny to us that way :-)

In the Egyptian dialect we pronounce every ج like G for Game.