The paper considers an optimal asset allocation problem for a defifined contribution pension plan during the accumulation phase. The salary follows a stochastic process, which combines a compound Poisson jump with Brownian uncertainty. The plan aims to minimise the quadratic loss function over fifinite time horizon by investing in the market of risky assets and bank account. The risky assets are subjected to Poisson jump and Brownian motion. The closed-form optimal investment decision is derived from the corresponding Hamilton-Jacobi-Bellman equation.