Jay was a professional artist whom Ruskin championed in the late 1860s and 70s. He described her paintings as ‘delightful possessions’. He had commissioned copies of JMW Turner’s watercolours from her to illustrate Turner’s skill at composition, and wrote to her:
‘ I hope you will preservere in this work: many women are now supporting themselves by frivolous and useless art: I trust you may have the happiness of obtaining livelihood in a more honourable way by aiding in true educational efforts, and placing within the reach of the general public some means of gaining better knowledge of the noblest art.’
Jay's work was exhibited at the Royal Academy in London in 1896, and one of her Turner copies is in Sheffield's Visual Art collection.