McKay spent six years next door as a member of the NYIT Bears coaching staff after serving as an assistant at SUNY – Old Westbury from 2002 to 2005. During his six years at Old Westbury, the baseball team captured two Knickerbocker Conference titles, appeared in two NCAA regionals, and received two ECAC bids.

McKay played college baseball at Queens College and was a member of its1981 CUNY Conference champion and NCAA Regional team. As a senior, he received All-Conference honors and was voted the recipient of the R.J. Tierney Award for outstanding dedication, ability, and conduct by his teammates.

Following his playing days, McKay was an assistant at Queens College and then served as head coach for two seasons. McKay then joined the Chicago White Sox organization, where he coached in its minor league system for three years. Upon leaving the White Sox, he coached at Westbury High School and at Bethpage High School. In his four years as head coach of the Bethpage Golden Eagles, he compiled a record of 52-31-1, led his teams to two Division championships, and earned two Coach of the Year awards. In addition, McKay is a long-time instructor for the New York Baseball Academy winter and summer programs.

McKay has a bachelor of science degree in physical education (Queens College-1984) and a master of science degree in education (Hunter College-1990.) He teaches physical education in the Westbury School District and lives in North Massapequa with his wife Mary, son Casey, who is a junior infielder on the C.W. Post baseball team, and daughter Megan.