Shay signed for Brakes in late January 2008 from Coleshill Town. He is a former Aston Villa Youth player who made a substitute appearance in the 2004 FA Youth Cup Final against Middlesborough, alongside Gabriel Agbonlahor, Craig Gardner and others who have broken through to the highest level in the game.

Although his opportunities have so far been limited to late runs from the bench, Shay is acknowleged to be an exciting prospect. He is fast, has great positional sense and a knack of scoring goals.