Jay acted, wrote, and directed radio plays on the South African Broadcasting Corporation's first commercial radio station, Springbok Radio (1950–85). He was especially associated with the comic series "Taxi!" (1969–1972,1975–1978), in which he not only portrayed New York cabby Red Kowalski, but also co-wrote many scripts with Joe Stewardson. Other shows in which he was involved included "Lux Radio Theatre", "Playhouse 90", and "Tuesday Theatre". Jay adapted, cast, and directed the first 6 months of episodes for "The Avengers". The series, based on Seasons 4–6 of the 1960s British television series of the same name, was broadcast on Springbok from 6 December 1971 to 28 December 1973. To bridge the gap between the visual orientation of the British television series and the sound-only perspective of radio, Jay created a narrator which he embued with irony and scepticism.