Jay attended the American Academy of Dramatic Arts in New York where he studied acting with Max Fischer. After the academy he joined the Claude Kipnis Mime Theatre. Jay remained with the company for nearly five years performing in theaters throughout the country: at Lincoln Center, with the Boston Pops Orchestra for PBS Television and in a Command Performance at the White House for President Gerald Ford. He decided to tour through Italy on a bicycle for a summer and ended up staying for two years. His one man, mime show Space Wrinkles at the Teatro Ringhiera received rave reviews from the Roman theatre critics. He subsequently performed it throughout all of Italy and it was also taped and broadcast on the RAI the Italian national television. Returning to New York he was cast as Romeo in the Lion Theater Production of Romeo & Juliette. He played in various theaters in the US before returning to Italy where he resides.