Jekyll display posts by category

Got it! Needed an intermediate posts loop before listing out individual posts

<ul>
{% for category in site.categories %}
  <li><a name="{{ category | first }}">{{ category | first }}</a>
    <ul>
    {% for post in category.last %}
      <li><a href="https://stackoverflow.com/questions/20872861/{{ post.url }}">{{ post.title }}</a></li>
    {% endfor %}
    </ul>
  </li>
{% endfor %}
</ul>