Jay Walder is peeved about the MTA mess on his hands, but don’t expect him to jump ship.

The MTA’s new CEO was clearly frustrated Wednesday about the quick unraveling of the agency’s finances after just two months on the job.

“I came back to the MTA … to see us improve our services, not the other way around,” Walder said Wednesday.

Instead of pushing through promised innovations, Walder has had to deal with  a series of setbacks, including revolt by upstate businesses over a new tax and harsh questioning by state senators about bus countdown clocks.

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Still, Walder doesn’t appear to be giving up. In a letter to employees obtained by amNewYork, Walder said he would do anything possible to reverse a 10 percent cut to staff salaries.

“You will continue to hear from (me) as we work through these issues as a team,” Walder wrote Monday. “Ultimately, I am confident that we can create a better, more efficient MTA.”