Vay, 22 (3/22/94), posted a 3.67 goals-against average and a .911 save percentage (SV%) in three games for Hungary at the 2016 IIHF World Championship in Russia. The 6-foot-5, 210-pound native of Budapest, Hungary, made 35 saves in a 5-1 loss to the United States on May 13, made 48 saves in a 3-0 loss to Finland on May 11 and stopped 11-of-12 shots in relief on May 8 against Canada. He appeared in 39 games with Debreceni HK in the MOL League in 2015-16 and posted a 2.77 GAA, a .927 SV% and two shutouts. Vay led the league in SV% and ranked fifth in GAA amongst goalies that played a minimum of 30 contests.

Vay went 28-4-0 with a 2.03 GAA, a .923 SV% and five shutouts in 32 games with the El Paso Rhinos in the Western States Hockey League (WSHL) in 2014-15. He ranked T-1st in the league in shutouts, third in SV% and fourth in GAA as the Rhinos advanced to the Thorne Cup Final. Vay went 25-1-0 in 26 games with El Paso in 2013-14 and led the WSHL with a 1.76 GAA, a .936 SV% and ranked T-1st with five shutouts as the Rhinos won the 2014 Thorne Cup and National Championship.