However, PRWeek understands that he has now been made redundant, and has not been seen in the company's offices since mid-May.
Burson Cohn & Wolfe did not respond when contacted by PRWeek.
It follows the departure of another senior public affairs-focused figure from Burson - worldwide president Kevin Bell, who retired at the end of May.
WPP made the announcement of the creation of Burson Cohn & Wolfe in February.
Soon after, new roles were announced for the businesses' two most senior London-based staff: Cohn & Wolfe EMEA MD Scott Wilson was made Europe and Africa president of BCW; while Burson EMEA CEO Ramiro Prudencio was given a role leading the new firm's corporate reputation practice.
Day had joined Burson from Portcullis in 2014 as head of UK public affairs and was made UK COO in early 2016. He helped bring in clients such as Addison Lee, Aldi and Ineos, the latter of which has also recently parted company with the agency.
In October last year, he was the sole WPP representative in the FT's list of 100 OUTStanding LGBT+ executives in UK business.