He designed several notable buildings, firstly in London, then in Savannah, Georgia, United States.

It has been suggested that Jay also designed the Juliette Gordon Low House at the corner of Bull Street and Oglethorpe Avenue.

They had three children between 1829 and 1835; the oldest child, also William, died soon after the family's arrival in Mauritius at the age of six.

[6] When the economy of Georgia collapsed in 1822,[4] Jay returned to England and worked primarily in Cheltenham.

[3] Later, he went bankrupt and, in 1836, moved with his family to the island of Mauritius, where he was an architect and civil engineer until his death in Port Louis in 1837, aged 44.