The versatile winger, who can play as a striker, made a name for himself in Ireland, playing for Bray Wanderers before moving to League of Ireland Premier Division side Galway United. After an impressive spell at Galway, in which he bagged 11 goals, he caught the eye of many top English clubs including then Premier League side Birmingham City in 2009.
After playing only one game for Birmingham against Manchester United, Jay had loan spells at Middlesbrough, Stevenage and Port Vale before his release from Birmingham in July 2011.
Jay has also played for the Republic of Ireland Under-21s, and offers Karl Robinson another attacking option from the wide positions. In Summer 2012 Jay signed a new two-year deal with the Dons.