Gay's first job in radio was as a presenter at Class 95FM, where he subsequently became the station's Music Director. He then became the Music Director at the newly-opened Power 98 FM in 1994.[1]
Gay then moved into the television industry in 1995, becoming a Music Video Programmer for Channel V in Hong Kong. In 1998, he returned to Singapore to become a news reporter at Channel NewsAsia. In 2001, he moved to the new Singapore Press Holdings television channel, TV Works, as a presenter on the Straits Times TV News (later renamed Channel i News). When the channel folded at the end of 2004, he became an Assistant News Editor for the Straits Times newspaper. In 2005, he became the Singapore Press Holdings Head of Corporate Relations.[2] He later moved back into broadcast journalism and had stints at CNBC Asia, Bloomberg TV and Reuters TV.
In 2012, Gay returned to the radio industry to join the new Singapore radio station Kiss 92FM. Since the station opened in August 2012, he has been the co-host of the station's breakfast show, 'Maddy, Jason and Arnold in the Mornings', from 6.00 – 10.00 am on weekdays together with Maddy Barber and Jason Johnson until March 2019.[3][4][5] He left the station to host the breakfast show, "Asia First", with former Money FM 89.3 DJ Yasmin Jonkers, on a revamped radio station, CNA938 (previously 938Now) for 4 years from 2019 - 2023.
At the start of 2024, he was promoted back as a Television Presenter on the main CNA channel to anchor the TV version of the "Asia First" programme to be partnered mainly with Julie Yoo and Elizabeth Neo, replacing Steve Lai who had moved to BBC News, thereby marking Gay's return back to the television screens.