I would be greatly surprised if the California Department of Fair Employment & Housing has any jurisdiction over issues on Indian lands. You should call your local office or visit the website at http://www.dfeh.ca.gov/
Admitted only in California
Your question uses the words "any jurisdiction." The answer will depend on knowing other lands. Assuming the casino is operated by a vendor and not by a tribe, and assuming the employee is not a tribe member, the answer is probably yes. There can be difficult issues related to a legal concept called "comity," where one entity steps aside and defers to another out of respect. This is probably not a situation where the EEOC would step aside and allow tribal law to take priority, and require an exhaustion of tribal rights before it would take up the case. (Note that comity is a different thing than jurisdiction.) I think the simplest way to resolve your question would be to get in touch with the nearest EEOC office. That's probably in Sacramento. I suspect you are not the first person that has ever faced this. Their services are free. Good luck!