In his first year as the Head Coach at Lyon College, a member of the National Association of Intercollegiate Athletics (NAIA), McKay led the program its fourth consecutive winning season, going 9-8-2 in 2011. He has helped the Scots to consecutive appearances in the TranSouth Conference Tournament and recorded its highest win over an NAIA Top 25 opponent (8th) in school history. The Scots have received votes for the national rankings 2 out of the past 3 years. He has coached 6 All-Conference players and 5 NAIA Academic All-Americans.

During the 2010 soccer season, McKay served as the assistant to both the men's and women's teams at Lyon. Both teams saw success, with each squad recording the most wins in school history and the women advancing to the TranSouth Athletic Conference Tournament Championship.

McKay played collegiately for Southern Wesleyan University (NAIA) in Central, SC. In 2008 as a senior McKay made 109 saves in net and was named 1st All-Conference, All-Region, and SWU Senior Male Athlete of the Year. He was a three-year captain and started all four years in goal for the Warriors. While in college McKay earned several awards including, 3 time All-Conference (2006-08), 4 time All Region (2005-07), 2 time NAIA Academic All-American, Defensive Player of the Week (2008), SWU Senior Male Athlete of the Year (2008), and 2005 SWU Newcomer of the Year.

Following a stellar collegiate career, McKay signed with the Southern California Seahorses in the USL's Professional Development League.