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Heat your oven to 350 degrees.
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Place the butter, granulated sugar, and sour cream in the bowl of an electric mixer. Beat on a medium speed until light and fluffy, this will take about 2 minutes. Add the eggs one by one. Then add the vanilla and baking soda. Gradually add the flour while the mixer is running.
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Next, prepare the cream cheese filling. Whisk the cream cheese, powdered sugar, and egg together.
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Pour half of the batter into a greased loaf pan or bundt pan. Next, add the cream cheese mixture, and spoon the jam on top. Then pour the remaining batter over the top.
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Bake for 60 minutes, or until a toothpick inserted into the center comes out clean. Let cool before adding the glaze.
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For the glaze, whisk together the powdered sugar, butter, and 1 1/2 tablespoons of milk. Continue to add milk until the glaze is pourable but still thick.
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Once the coffee cake has cooled, drizzle with the glaze.