 McKay began a long-term professional association with both manager Tony La Russa and pitching coach Dave Duncan from the midpoint of the 1986, when LaRussa and Duncan took over their respective positions with Oakland, through 2011 with the Cardinals.The three were on staff for six pennant-winning and three world championship teams—the 1989 Athletics and the 2006 and 2011 Cardinals.A close friend of LaRussa's, McKay had intended to retire from baseball when LaRussa did.