Since Thunderwave includes somatic components, I would be careful about that.
Spellcasting gestures might include a forceful gesticulation or an intricate set of gestures. If a spell requires a somatic component, the caster must have free use of at least one hand to perform these gestures.
If you go with the rule that the cast must have at least one hand, then maybe you can allow the casting in the air. However, if you try jumping, in real life, you'll notice that you use both arms to and you cannot really release the muscle bending in your arms until you land.
Now, if you accumulate the at least one hand and intricate set of gestures, I think it makes it pretty clear that while jumping, it's going to be really hard to cast a spell with a Somatic element, unless that somatic is in link with jumping (i.e. the jump is what invokes the magic of that spell). Either that, or the wizard is going to end up falling instead of landing on his feet.
So, jump, land, cast would make a lot more sense to me.
That being said, you could have some form of house rule that with training the spell caster could do it. Or maybe make that possible by calling it a feat. That means the player has to be human (if you allow them to have a feat at level 1) or reach level 4 to get the feat. The feat could give you a +1 Dexterity and the ability of casting spells while walking, running, jumping, falling... in movement.
Don't forget that if your players can do it, so can monsters.