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Growing up in Preston, Lancashire, a working-class town in northwest England, Jay had a typical childhood with supportive parents—his mother a primary school teacher and his father an engineer. He admits he didn’t enjoy school, feeling out of place in classroom settings, which soon drew him toward adventurous pursuits like rugby and, later, military service.
A fascination with risk and masculine roles, such as fire-fighting and military combat, initially drew him to join the armed forces. His teenage years were marked by reckless behaviors—drinking heavily and engaging in risky activities—common among his peer group. He credits the military with providing the discipline and purpose that helped channel his reckless energy into a constructive path.