Yes, of course it can learn both Thunder Wave and Swift, as it is learnt at the same level, regardless of the evolution. In Emerald (which I had played recently), my Torchic had learnt Peck at lvl 16. Soon after the battle, it evolved to Combusken and had learnt Double Kick in the Same level. I guess this is the same in the case of SW-SH.
When a Pokémon evolves, it immediately attempts to learn all moves that the evolved form can learn at its current level.
So yeah, Jolteon can learn both Swift and Thunder Wave in the same level.
Hope I helped you