According to The Internet Movie Database and the Joyto Fillms website, Jay has been cast to play the role of an undercover police officer in a new film called The Finest, which is in development and set for completion/release in 2009.  The Joyto Films website says...

"We are pleased to announce Jay Kay from one of Britain’s biggest and most successful bands Jamiroquai to the film. Jay Kay will play undercover office Paul Thines/ a.k.a. Taylor, the officer who alerts our anti-hero and his people who has targeted them. Jay is excited about the role, even talking about it in a recent interview with women’s magazine Glamour."