Philip was born on 9 June 1920 in Southwark to Jacob Kosky and Rachel née Kirstein. The family name was changed from Kosky to Kay. Philip had three older siblings, Sidney, Morris and Jane. In 1939 the family were living at 124 Wardour Street, Westminster and Philip was working as a draughtsman.

Philip was the pilot of Wellington R3222 which departed RAF Waterbeach on an operation to Bremen. The aircraft failed to return from the operation and was lost without trace. It was recorded in 1949 that the missing crew members had lost their lives at sea.

Sgt Richard Butt Allport 1167409
Sgt Harry Edward Dance 1154126
Sgt Lindsay Gordon Faunt 402649
Sergeant Philip Kay 1377632
Sgt John Anthony McDonough 987680
Sgt Robert Pinkerton 1023027