Since the start of the season he's mainly played his football at reserve team level but recently got a first team debut when he came on as a late substitute for Stephen Jordan in the home defeat against Bristol City.
A couple of years ago we saw Kyle Lafferty go out on loan to Darlington to gain some experience and this is what Jay is doing now. He's on his way to Stirling Albion for the rest of the season and will play his football in Scottish League Division One.
Before that, he's gone straight into their squad for the cup tie against Celtic - not a bad first game to have.
Jay will continue to train with the Clarets and will report to Stirling Albion on match days.