Jai, who is 40, and described as being 5ft 8ins, bald, slim, and is believed to be wearing grey work trousers with a number of black pockets and a grey Superdry hoodie.
A spokesperson for Dyfed Powys Police said: “We launched a search for Jai in the area around Hobbs Point on Monday morning following a sighting of him.
“Those searches are continuing with a specialist sonar device and police search adviser (POLSA), as well as officers continuing with missing person enquiries.
“In the past week we have carried out extensive searches using the force’s specialist search team, marine unit, drones, dog unit, which have worked with South Wales Police’s dive team, the NPAS helicopter and Coastguard to try and find Jai.
“Have you seen Jai, who was driving a silver Honda Civic, or do you have info that might help us find him? Please, let us know.”
Officers are asking anyone who has seen Jai or who may have information that may help them find him to get in touch by calling 101, emailing 101@dyfed-powys.police.uk or by leaving a message online using reference number DP-20230320-296.
(Lead image: Dyfed Powys Police)