In the event that someone else is stumbling upon this question while having the same issue : you need to specify the parameter "time_format", as mentionned in the documentation here :

https://docs.splunk.com/Documentation/Splunk/9.4.0/RESTREF/RESTsearch#search.2Fjobs.2Fexport

It defaults to %FT%T.%Q%:z.

In your case, if you are looking for an ISO formatting, you need to specify %Y-%m-%dT%H:%M:%S.%Q%:z

The documentation about the various time formats used by Splunk is available here : https://docs.splunk.com/Documentation/Splunk/9.4.0/SearchReference/Commontimeformatvariables

Note that this also applies to Splunk Python SDK, where you need to pass the "time_format" field as a kwargs