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We study the discrete-time approximation for solutions of quadratic forwardback- ward stochastic differential equations (FBSDEs) driven by a Brownianmotion and a jump process which could be dependent. Assuming that the generatorhas a quadratic growth w.r.t. the variable z and the terminal condition isbounded, we prove the convergence of the scheme when the number of time steps ngoes to infinity. Our approach is based on the companion paper [15] and allowsto get a convergence rate similar to that of schemes of Brownian FBSDEs.

A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case