At the age of 20 Clay experienced what he called the "opening up" of his musical senses: hearing Verdi's "Il trovatore" at Covent Garden and Auber's "Les diamants de la couronne" at the Opéra-Comique in Paris, he was enthused by "the strength of vocal declamation in the one work and the delight of musical comedy in the other". In his free time he studied music with Moritz Hauptmann in Leipzig, and composed what his biographer Christopher Knowles calls "songs and light operas for the drawing rooms of high society". With his fellow Treasury clerk B. C. Stephenson as librettist he wrote three one-act operettas for amateurs: "The Pirate's Isle" (1859), "Out of Sight" (1860) and "The Bold Recruit" (1868). "The Era" commented on the second of these: "The composer is an amateur, but he has shown a dramatic power and a skill in instrumentation that would justify him in entering the lists with professional musicians".