We investigate physical layer security of a downlink cooperative non-orthogonal multiple access system with an untrusted relay. A friendly jammer (FJ) is employed in order to improve the secrecy sum rate. Aiming at maximizing the secrecy sum rate by optimizing the power allocation at both the source and the FJ, an optimization problem is formulated and solved iteratively by using alternating optimization method. Specifically, the problem is decoupled into two sub-problems, each of which is optimally solved. Moreover, the secrecy sum rate of the proposed system with imperfect channel state information is studied. Finally, simulation results validate the effectiveness of the proposed FJ based schemes.