I am English and went to school in the south of England. I have lived in a number of places in the UK including Liverpool, Rotherham, Bristol and Cardiff. I have only ever heard "j" pronounced to ryme with "hay".
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Both my parents grew up in Edinburgh in the 50's and 60's and they were taught the 'Jye' (rhymes with eye) pronunciation. Both pronunciations are correct and differ only depending on what you were taught. It's the same as the letter 'aitch' which in some parts of the UK might be pronounced 'haitch'. What matters is how you use the phonetic sound in a word containing the letter.