[1] After leaving university, he began directing for UK television, making dramas such as Looking Back and two adaptations of Heathcote Williams' epic poems, Falling for a Dolphin and Autogeddon, which starred Academy Award-winner Jeremy Irons.
Autogeddon was critically revered and won the Jury Prize at Shanghai, which led to Hay's working with Al Pacino on Every Time I Cross the Tamar I Get into Trouble, a short about Pacino’s personally-financed feature The Local Stigmatic, which was based on a stage play by Heathcote Williams.
With his writing partner, Rik Carmichael, he co-wrote and directed an adaptation of a Jim Corbett story, The Man-Eating Leopard of Rudraprayag which starred Jason Flemyng and Jodhi May.
In 2021, he directed and co-wrote To Olivia, a film about a tumultuous year in the life of Roald Dahl and Patricia Neal.
It stars Hugh Bonneville, Keeley Hawes, Sam Heughan and Geoffrey Palmer in his last film role.