The Greek word that St. Paul uses is charis, which originally means favor and is used by St. Paul to mean God’s free gift of salvation, that is a gift that we cannot in anyway earn and comes totally from Him.
Although Jesus did not use this word , He did state that our salvation comes from on high, through Him :
Now they know that everything you gave me comes from you. For the words that you gave me, I gave to them, and they really received them because I came from you, and they believed that you sent me.
I can’t tell you why Christ does not use the word Grace because I don’t know.
The principle ideas of Grace are found in Jesus’ words though. Christ speaks of the Spirit He will send from the Father. Uncreated Grace is the Holy Spirit. Christ also speaks of us being dependant upon Him and the Father for our salvation. It is not of ourselves that we are saved.
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