Have you ever said to someone, "I'll be praying for you," and then you pretty much forgot and hardly prayed for them at all?
Thankfully, Jesus is not like that. The Bible tells us (in Hebrews 7: 25) that He is not only our Saviour, He is also our Intercessor. He is able to save us completely, because He not only died for us, He rose again and now lives forever to pray for us - to intercede on our behalf with the Father.
The Greek word is Entunchano. When Paul writes to the Romans, telling them about how the Holy Spirit helps us in our weakness, He says (in Romans 8: 26-27) that the Holy Spirit makes intercession for us: when we don't even know how we should pray, the Spirit prays for us in accordance with God's will. And just a few verses later (in Rom 8: 34) we read that it's not only the Spirit who's praying for us. Christ who died and who's now sitting right next to the Father, is also interceding on our behalf.
A similar idea is picked up in 1 Tim 2: 5 where we read that Jesus is also a Mediator - Mesitēs. When we've messed up, He's right there, helping us to make things right with the Father again. (Galatians 3: 20 clarifies that this is different from a typical mediator who steps in between two parties. God is One, and so He's the injured party at the same time as Himself being the Mediator.) What amazing grace!