Can Jenkins store artifacts outside the job directory?

I currently have Jenkins set up with a number of jobs, but it's proving difficult to back up because the artifacts are stored within the job directory. I'd like to back up the job configurations and artifacts separately. I'm sure I remember reading somewhere that Jenkins now has an option to store them outside the job, but I can't find this.

Is there any configuration option that does this while still making the artifacts visible from within the job on the Jenkins interface? (ie rather than merely an add-in that copies the artifacts elsewhere)