Most of his film screenwriting work has been with Manfredi.[2] Their technique for joint screenwriting is to each write separate scenes and trade them to each other for further rewrites.[3] In 2002, Hay and Manfredi directed the film Bug, with Manfredi being credited as the sole screenwriter of the film.
Hay has been married to filmmaker Karyn Kusama since 2006. He co-wrote the screenplays for Æon Flux, The Invitation, and Destroyer, which were all directed by Kusama. They have one child together.