She studied Social Work at Moray House School of Education, now part of the University of Edinburgh.
Professor Jay is a former senior social worker She was previously Chief Social Work Adviser to the Scottish Government. and a former president of the Association of Directors of Social Work. In 2005 she took up the post of Chief Social Work Inspector at the Social Work Inspection Agency (SWIA), a government organisation scrutinising all aspects of social services provided by local authorities in Scotland.
She served as Chief Executive and Chief Social Work Inspector until the functions of SWIA and the Care Commission were taken over by the Care Inspectorate in 2011.
She then remained as Chief Social Work Adviser to the Scottish Government until early 2013. She led the Independent Inquiry into Child Sexual Exploitation in Rotherham, an investigation into child sexual abuse in the Metropolitan Borough of Rotherham in South Yorkshire.
She is the author of the investigation"s report, published in August 2014. In September 2014 she was appointed to act as an expert adviser to an independent panel inquiry which was intended to examine how the United Kingdom"s institutions have handled their duties to protect children from sexual abuse.
Following the abandonment of the initial panel inquiry in favour of a statutory inquiry, she was re-appointed as an adviser to the subsequent Independent Inquiry into Child Sexual Abuse chaired by Dame Lowell Goddard.