Kay studied architecture at the Copenhagen Academy of Art and at the TU Berlin. After graduating, she worked as an editor and writer for ARCH+ and realised her own projects in Germany, the U.S., Italy, and China. Kay's photographic work has been exhibited at MoMA in New York, the Venice Architecture Biennale, and the Bauhaus Archive Berlin, among others. She was appointed to the German Werkbund and awarded the artist scholarships of the German government in Venice and the Villa Kamogawa of the Goethe Institute in Kyoto. In 2021 Kay is going to be Architect in Residence at the Goethe Institute in Rotterdam. Kay has shared her enthusiasm for architecture for many years by teaching at universities in Germany and abroad.