A stereotype is a group of characteristics that are used to collectively describe a certain group of people. It is often a negative concept however, as those characteristics can be wrongly ascribed to others in the group.
Embedded is something that is deeply ingrained, and/or fundamental.
As a non-American, I have to go with what I've picked up from TV for 'Jock', which is mainly used in North America. It is used to describe someone whose primary focus is on sports, rather than academic achievement. I believe that it was derived from 'Jock Strap' - another name for an athletic supporter.
So - the phrase refers to someone whose total focus is on sports, who fundamentally defines themselves as a sporting person, and surrounds themselves with sporting icons.