Fédération Internationale d'Escrime
Jay was born in London, England, and is Jewish. His father died fighting in World War II in 1943. He attended Cheltenham College from 1944 to 1948. He spent much of his childhood in Australia. After 1950 he returned to Britain to study law at the University of Oxford, and later worked as a solicitor while serving as fencing official with the Fédération Internationale d'Escrime. Jay and his wife Carole have two children.