As a young swimmer for Swim Atlanta, Clay broke over twenty five Georgia State age group records. In 1991, Clay was the High School National Champion in the 100 yard butterfly. Clay was the Junior National Champion in the 200 meter butterfly and also a gold medalist in the 1991 Pan American Games. He also was the recipient of the Bill Young Award which is given to an athlete who is a leader in athletics, scholarship and service. Clay continued his swimming career at Stanford University and helped lead his team to three National Championships between 1992-1995. Post college, Clay served over ten years as a Naval officer achieving the rank of Lieutenant Commander (SEAL).