Shay began his coaching career at Mercyhurst where he spent two years as an assistant coach and also assisted in the sports information office. Shay's first Division I assistant coaching job came at the University of Wisconsin-Milwaukee where he was first the director of basketball operations for two seasons before being elevated to a full-time assistant prior to the 2003–04 season. The Panthers advanced to the NCAA Tournament in both of his seasons as an assistant coach before the staff moved on to Tennessee for the 2005–06 season. During his tenure in Knoxville, the Volunteers advanced to six consecutive NCAA Tournaments, which included the Elite Eight run in 2010. The Volunteers also won the outright Southeastern Conference Championship in 2008 – for the first time in 41 years – and UT averaged more than 25 wins per season during his time on the staff, including grabbing the No. 1 ranking for the first time in program history in 2008. Following a six-year stint as an assistant coach at the University of Tennessee, he spent two seasons at Northwest Florida State College in Niceville, Florida. During his time at Northwest Florida, the Raiders went 62–6, while winning consecutive Panhandle Conference Championships and back-to-back appearances in the NJCAA Division I National Championship game. He also an assistant at University of North Dakota from 2013 to 2015.
Shay spent the five seasons as the ETSU Buccaneers’ assistant coach where ETSU compiled an overall record of 130–43. The 130 wins are the most over a five-year run in program history, while ranking 15th nationally since the start of the 2015–16 season. The Bucs also won two Southern Conferenceregular season championships, two SoCon Tournament championships and made two NCAA Tournament appearances. This past season, the Buccaneers set a program-record with 30 wins, becoming just the fourth team in SoCon history to accomplish the feat. In 2017–18, the Blue and Gold tied the school record by winning 16 straight games – a streak that was the longest in the country at one point that season. He helped ETSU finish with a school-record 30–4 in 2019–20. On May 6, 2020, Shay was named the new head coach of the East Tennessee State men's basketball team. He was the 17th head coach in the program's 100-year history, and was hired after former coach Steve Forbes left for Wake Forest.
Head coaching record
NCAA DI
Personal life
Shay and his wife, Jana, have a daughter, Peija; and a son Joah. Shay is the brother of Bettendorf High School athletics director Zach Shay.
