Bay, who competed for the Korlevoll IL , made her debut in the World Cup in Oslo in February 1995 and came in 36th place over 30 km classic. In the 1995/96 season she got her first and only victory in the classic Continental Cup in Kaustinen over 5 km and her first World Cup points in Trondheim with 17th place over 5 km. In the 1998/99 season she came with six placements in the points, on the 26th place in the overall World Cup and thus achieved her best overall result. At the season highlight, the Nordic World Ski Championships in Ramsau am Dachstein in 1999 , she finished 22nd over 15 km freestyle and 12th over 30 km classic. In December 1999 she achieved third place in Davos and in December 2000 in Santa Caterina with second place with the relay, her first podium finishes in the World Cup. At the Nordic World Ski Championships in 2001 in Lahti , she finished 21st in the skiathlon and 11th place over 10 km classic. In the 2001/02 season she came in the points nine times in the World Cup. She achieved her best individual placement in the World Cup in Cogne over 5 km and in Asiago in the sprint with fifth place each and 27th place in the overall World Cup at the end of the season. In addition, she won her first and only World Cup victory with the relay in Davos. At the 2002 Winter Olympics in Salt Lake City , she ran 26th place in the skiathlon and 25th place over 10 km classic. In January 2003, in the 10 km mass start race in Oberstdorf , she took 22nd place for the last time in World Cup points. Her 71st and last individual World Cup race she completed in January 2004 at Marcialonga , which she ended prematurely.