Jay is a Teatan ninja.
He is small, flexible, and is good at hiding his body. From early on he enjoyed ninja-like activities such as surprising his parents from behind or hiding under the bed before someone came to wake him up. He is also good at not getting noticed and can sneak away without anyone noticing.
His biggest decision was whether he should choose a career as a ninja or a private detective. Although the latter had better financial perspective, Jay chose the former, as he gets to say more badass lines.