Clay was the son of Sir George Felix Neville Clay, 5th
Baronet (1871–1941), by his marriage to Rachel Hobhouse (1883–1981), the eldest daughter of the Right Hon.
Henry Hobhouse. He had four siblings: older sisters Margaret and Janet, younger sister
Theresa, and younger brother Anthony. Clay was educated at
Gresham's School,
Holt, and
Trinity College, Cambridge, graduating
MA in 1935. The Clay family lived at number 18,
Kensington Park Gardens,
Notting Hill, London. When Clay was thirteen, his first cousin once removed,
Richard Meinertzhagen, came to live in the house next door, number 17. Meinertzhagen was a well-known ornithologist and a distinguished soldier, but he was also a "colossal fraud", who stole bird specimens and described spurious species and who invented and exaggerated his military adventures. On 6 July 1928, Meinertzhagen's wife died from a gunshot wound, said to have occurred while she and Meinertzhagen were firing at targets. Her death was held to be an accident, but there was always suspicion that Meinertzhagen had killed his wife. ==Life and career==