SSH and identity file for jump server

I would suggest to add the following to your ssh config

Host my_server
        Hostname my-server
        ProxyCommand ssh -W %h:%p jump_server
        User user
        IdentityFile path/to/ssh/identity/file
        Port 22
 
Host jump_server
        Hostname jump.example.com
        User user
        IdentityFile path/to/ssh/identity/file
        Port 22
        

Finally to connect to your target server use

ssh my_server