We study the spin edge states, induced by the combined effect of spin-orbit interaction (SOI) and hard-wall confining potential, in a two-dimensional electron system, exposed to a perpendicular magnetic field. We find an exact solution of the problem and show that the spin-resolved edge states are separated in space. The SOI-generated rearrangement of the spectrum results in a peaked behavior of the net-spin current versus the Fermi energy. The predicted oscillations of the spin current with a period, determined by the SOI-renormalized cyclotron energy, can serve as an effective tool for controlling the spin motion in spintronic devices.