 While serving in Buenos Aires, his health began to fail and he resigned his post on December 30, 1926, afterwards living in retirement in Washington, D.C..In 1928, he was appointed the American member of the Permanent International Commission established under the treaty between the United States and Spain on September 15, 1914.On March 16, 1909, Jay was married to Susan Alexander McCook, the daughter of Civil War officer and prominent attorney John James McCook and granddaughter of Daniel McCook of the "Fighting McCooks".