SkelAnimCache holds all the default animations, could it hold the jump animation also? Because I don't see it there.

I agree with this. I don't think there even is a jump animation. I believe the default character just hops up in the air without any additional animation, which looks pretty silly. I think adding a proper animation for jumping and including it as part of the default animations in the character's anim cache will go a long way.

Agreed.