As always TS has the correct answer.
Now to get real, I don't recall ever carrying a special knife as JM. Technically a towed jumper is part of the aircraft and becomes the responsibility of the UASF and their men have all of the tools. Besides that if the JM also jumps, as is the normal case it is difficult to hold the blade in your teeth when you exit.
There is also some confusion about JM duties since the JM can jump anywhere in the stick he chooses which may be first.