Halt and back up after every jump.
Try gymnastics or bounces
This is how I deal with a horse that wants to run out:
9 times out of 10 it's your fault, so analyse your body position before you start blaming the horse. Make sure that your contact is steady and connected so you feel like you have full control of every aspect of your horse (imagine bending a ruler, that's the feeling you want), keep your elbows soft and bent, sit up straight and enage your core to help support your horse, drop your heals and support the horse with your calves and thighs. Make sure to give with your hands over the fence as well as your don't want to reward the horse for jumping by hooking him in the mouth. Make sure you have a decent canter on approach, even if you have to count out loud. Hold the horse straight between your hands and legs and imagine squeezing a tube of toothpaste in an exacting straight line/ imagine that you're in a tunnel and if the horse drifts either way you'll bump the wall. Make sure that you are strict but not cruel to your horse when it comes to training. Then your discipline should follow through to competitions. Hope that helps
You can put poles along the sides of the jump so he/she has only one way of getting out... which is over the jump. You should probably also take into consideration that your horse doesn't enjoy jumping maybe.?