Gay joined The City Law School in July 2006 as a senior lecturer. She teaches on the Legal Practice Course, mainly Civil and Criminal Litigation, Advocacy and Advanced Civil Litigation; her specialist area in professional legal practice. She is also a dissertation superviser for the LLM in Legal Practice.
Since 2014, Gay has held External Examiner appointments with other University LPC providers.
Gay was admitted as a solicitor in 1982 and was a partner in private practice in London for 20 years, specialising in civil litigation. She trained at Hempsons, and was an assistant and then a partner there, specialising in medical defence, until 1988. Then, she joined Beachcroft Stanleys (now DAC Beachcroft) where she led the health litigation department. Gay moved to Browne Jacobson in 1999 and was head of the firm's health law group and London office. Throughout her career in practice she was responsible for the training and mentoring of trainee solicitors and other lawyers.
Gay is a Fellow of the Higher Education Academy. She is on the Roll of Solicitors and is a member of the Law Society.