Jay has two older siblings.
Jay studied at the Lee Strasberg Theatre Institute for eight months.
Jay attended the American Academy of Dramatic Arts in New York in 1977.
Jay has had roles in two Arnold Schwarzenegger movies, Collateral Damage and Terminator 3: Rise of the Machines.
Jay's family owns a dry cleaning business in Mahopac, New York.
Jay graduated from Mahopac High School in 1973.