McKay previously held the post of head writer on NBC's seminal late-night series Saturday Night Live, from 1996 to 2001. In addition to writing some of the show's most memorable skits and scenes, he also directed a number of widely praised comedic shorts that were aired on SNL. During his tenure, McKay earned an Emmy Award nomination and two Writers Guild of America Award nominations for his work on the show.
Growing up in the suburbs of Philadelphia, McKay began doing stand-up comedy in local bars and restaurants at the age of 19. He then moved to Chicago where he studied and performed long-form improvisation with famed teacher and director Del Close. In 1992, he co-founded the Upright Citizen's Brigade before becoming a member of Chicago's Second City Theater.
McKay auditioned to be a performer on Saturday Night Live in 1994. Though he didn't make the on-camera cut, he submitted four scripts he had written, which got him hired as a writer in 1995. After his first year on the writing staff, he was promoted to Head Writer. Over the next five years, McKay wrote and co-wrote well over 600 sketches, often several a week. While at SNL, he also took the opportunity to direct his first series of short films, including The H is O and The Baby and the German Intellectual.
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