Bayesian analysis for Markov jump processes (MJPs) is a non-trivial and challenging problem. Although exact inference is theoretically possible, it is computationally demanding, thus its applicability is limited to a small class of problems. In this paper, we describe the application of Riemann manifold Markov chain Monte Carlo (MCMC) methods using an approximation to the likelihood of the MJP that is valid when the system modelled is near its thermodynamic limit. The proposed approach is both statistically and computationally efficient whereas the convergence rate and mixing of the chains allow for fast MCMC inference. The methodology is evaluated using numerical simulations on two problems from chemical kinetics and one from systems biology.