Heat oven to 400° F. Spread the walnuts on a rimmed baking sheet and toast until fragrant, 6 to 8 minutes. Let cool and roughly chop.
In a large bowl, combine the corn, jalapeños, lime juice, oil, walnuts, 1/2 teaspoon salt, and 1/4 teaspoon pepper.
Sprinkle with the Feta before serving.