During World War II, he volunteered to become an Army Ranger. He was assigned to the First Ranger Battalion and saw action in both North Africa and Sicily. In early 1944, nearly all of the members of his battalion were killed or captured during a battle at Cisterna, Italy. He was wounded during that battle and became a prisoner of war. He spent many months in a P.O.W. camp in what is now Poland, before escaping with another P.O.W. during a forced march that took place as Allied troops advanced into Germany shortly before the end of the war.

After the war, in 1948, Jay married Jean Marie Dierssen. Together they raised four children, two sons and a daughter. He worked at both a local furniture store and Sears Roebuck before beginning a long career at Shell Oil Company that included assignments in Chicago, Tulsa, New Orleans, New York, and finally Houston.

After his wife's death in 1994, Jay moved to Huntsville, and lived in Elkins Lake for many years before moving to a retirement community.