Jay held on to third place, beating his closest opponent by less than three seconds at the finish line, and securing the bronze medal.
Ferry's victory was the first Olympic biathlon gold medal won by a Swedish athlete in 50 years.
Competitors Jeremy Teela and Jean-Philippe Leguellec were started too early, before racers who were seeded higher than them.
Teela stated that the early start threw-off his strategy, contributing to his missing two targets in his first two shooting range stops.
U.S. coach Per Nilsson stated that he had never seen an Olympic biathlon as poorly managed as the February 16 women's race.