Shay is an assistant professor at the faculty of Mathematics, the faculty of Computer Science, and the faculty for Data and Decision Sciences at the Technion and a visiting researcher at Google.
His research focuses on machine learning theory with an emphasis on generalization theory.

Shay joined the Technion in 2020. Prior to this he was a researcher at Google Princeton, and held postdoctorate fellowships at Princeton University and the Institute for Advanced Study,
the University of California San Diego, and at the Simons Institute at Berkeley.
Shay received his PhD from the Technion; during his doctoral studies, he was a research intern with Microsoft Research Herzliya.

Shay’s work has been recognized with best paper awards in premier theory conferences such as FOCS and COLT and he received several prestigious prizes and grants,
including the Azrieli Faculty Fellowship (2020-2024), the Cooper Award (2022), the Krill Prize (2023), and an ERC starting grant (2022-2027).