A native of London, Jay received her early instruction there, first at the Royal College of Art and later under Hubert von Herkomer[1] before traveling to the Netherlands.
After World War I, she married a retired British civil servant, Oliver Vassall Calder, with whom she lived in Oxford.
She also exhibited at the Paris Salon from 1907 to 1913, and her work was shown at the Walker Art Gallery.
Jay also had an association with the National Academy of Design, appearing in the 1914 annual exhibition there and establishing the George Hitchcock Landscape in Sunlight Prize with a bequest; the latter has been awarded sporadically since 1975.
[2] She won a silver medal for miniatures at the Panama–Pacific International Exposition in 1915, winning honorable mention for her oil paintings there,[3] and was a member of the New York Watercolor Club as well.