We　propose　new　numerical　schemes　for　decoupled　forward　-　backward　stochastic　differ　ential　equations　(FBSDEs)　with　jumps,　where　the　stochastic　dynamics　are　driven　by　a　d　dimensional　Brownian　motion　and　an　independent　compensated　Poisson　random　measure.　A　semi　-　discrete　scheme　is　developed　for　discrete　time　approximation,　which　is　constituted　by　a　classic　scheme　for　the　forward　SDE　[20,　28]　and　a　novel　scheme　for　the　backward　SDE.　Under　some　reasonable　regularity　conditions,　we　prove　that　the　semi　-　discrete　scheme　can　achieve　second　-　order　convergence　in　approximating　the　FBSDEs　of　interest;　and　such　convergence　rate　does　not　require　jump　-　adapted　temporal　discretization.　Next,　to　add　in　spatial　discretization,　a　fully　discrete　scheme　is　developed　by　designing　accurate　quadrature　rules　for　estimating　the　involved　conditional　mathematical　expectations.　Several　numerical　examples　are　given　to　illustrate　the　effectiveness　and　the　high　accuracy　of　the　proposed　schemes.