The IceCube discovery of astrophysical sub-PeV neutrinos has opened a new era of multi-messenger astronomy. Relativistic GRB jets are a long-standing candidate source of such neutrinos, although no neutrino counterpart of the observed GRBs has been reported so far. Here, I overview possible neutrino production processes in GRB jet, and argue how far detections or even non-dentecions of such neutrino counterparts, combined with multi-band electromagnetic observations, can shape the physics of GRB jet in the next decade.