While the rest of the Nessers became boilermakers for the Pennsylvania Railroad, Ray decided not to follow his brothers footsteps. Instead he became a policeman for the city of Columbus, Ohio. According to The Columbus Citizen-Journal newspaper on June 6, 1927, Ray, a corporal with the Columbus Police Department, chased and shot an Angelo Furne who fled from the scene of an accident. During the chase, Furne held a hand out in front of body. Nesser fearing that he may have had gun, fired along with his partner an "Officer Knight" and shot Furne killing him. Both officers' actions were cleared by a review panel.