Jay appeared in the cast of Oliver! at the Theatre Royal, Drury Lane, soon after graduating from Mountview Academy of Theatres Arts. He understudied and performed the role of Bill Sikes on numerous occasions alongside Rowan Atkinson and Jodie Pregner as Fagin and Nancy.

Soon after, Jay was a part of the 25th Anniversary cast of Les Miserables in London, understudying and playing Inspector Javert. During his time in Les Miserables, he was asked to appear as one of the Bishops Constables in the 25th Anniversary Concert of Les Miserables at the O2 Arena, alongside Alfie Boe, Matt Lucas and Nick Jonas.

Jay has recently finished appearing in the international Tour of Mamma Mia, playing the role of Father Alexander and understudying and playing Dad Harry on numerous occasions, taking him to perform in countries such as South Korea, Hong Kong, Singapore and Switzerland.