Jay was born James O'Shea in Dublin on 10 August 1988. He began his career with St Joseph's Boys AFC before moving on to play for Home Farm of the Leinster Senior League in 2005, moving to Bray Wanderers and Galway United before signing for Birmingham City in August 2009 and was capped by the Republic of Ireland at Under-
When his contract at Birmingham expired in 2011 he spent some time on trial with MK Dons before impressing manager Karl Robinson enough to win a one-
contract with an option for a second year.
He scored his first goal for the Dons on 20
August, converting a late penalty to make it
a 6–2 victory over Chesterfield. He scored 8 goals
in 52 appearances for the Dons, although he never
benefited from a regular first team spot.
He left Stadium:MK in November 2012 to join
Chesterfield, initially on loan but later signed a full-