Have you installed this on a Splunk UF? Based on the path you provided: "/opt/splunkforwarder/etc/apps/SPLUNK4JMX/bin/config/config.xml"
It looks like this is one some type of Splunk forwarder. The SPLUNK4JMX app requires python to run and I do not believe the forwarders come with python. You must use a heavy forwarder since that comes with Python.
Try setting the variables PYTHONPATH and PYTHONHOME. The UF by default will look for the Python install that generally comes bundled with splunk, but since that is not there it will fail. If you set these two variables then it should be able to invoke the script.