Shay was born on September 21, 1967. He grew up in Pinson, AL and graduated with honors from Pinson Valley High School in 1986 where he played football, basketball and golf. He was senior Class President. After High School, Shay attended the University of Montevallo on an Academic and Golf Scholarship. He graduated with honors with a Business/Finance degree in 1990. He was an Academic All American athlete.
With Shay’s Master degree in Math Education, he taught and coached at Clay-Chalkville High School and Oneonta High School for a total of 10 years.
Since 2006, he has been in Real Estate and an entrepreneur. He has been a member of Palmerdale United Methodist Church since 2000. Shay is married to Paige Harwell Shelnutt and has two daughters, Lexi and Lacie.