Monaco-based Glaswegian McKay has proved to be the master wheeler-dealer of British football.
He is the man who could claim to have invented the loan transfer from Europe. He did it first with a blitz last January and McKay did it again during the close season with a stunning eleven players brought into the Premiership, as well as many more going out.
McKay and his mobile could probably retire on the air miles from his non-stop flights, never mind commission from his deals.
McKay lives in tax exile heaven and can bask in the glory of shaking up the transfer market again. McKay said: "The future of football is the kind of deals I do, loans that help out clubs who can't spend.
"I have to laugh when I hear people saying there are too many loans going on. If there weren't then some clubs would struggle just to get a decent team out.
"We have imaginative transfers now and guys like me make them happen by getting all of the sides together for something that suits them all."
McKay can talk the talk, but he has also done the business. He brought five players into Leeds and has also done deals at Manchester City, Spurs, Wolves, Bolton and Portsmouth.
He said: "I remember one top agent saying I was a one-man band when I brought in a lot of players in January, but I'm no one-hit wonder.
"I don't run a staff or have too many mouths to feed. I take risks and spend money on private jets, but it is all part of the buzz of doing deals.
"It wouldn't be the first time that I hired a jet to fly a manager to watch a player in a game in Europe, without telling him where he was going!
"Some pay off and some don't. Florent Laville came over from France on loan to Bolton, helped them stay up and signed full-time.
"I like Sam Allardyce and the way he is open to taking players like that, so it went through.
"Peter Reid is now using those ideas at Leeds and I'm delighted when I see Zouma Camara and Lamine Sakho score for him. I was as chuffed as Peter himself."
McKay's list of successes also includes Didier Domi, Cyril Chapuis and Salomon Olembe. He knows the French market inside out.
Portsmouth snapped up Amdy Faye and Sebastian Schemmel. Spurs signed Fredi Kanoute and Manchester City brought in Antoine Sibierksi. Wolves splashed out on Henri Camara.
McKay knows what makes players and other agents tick and it's not just money.
He said: "Many of these guys come over and take a chance to find a club. They are confident in their own ability, so they accept a loan deal.
"I have a network of people in France telling me who is looking to move."