 McGee's departure was the last of former Barclays CEO Robert Diamond's allies, after Barclays Capital co-heads Jerry del Missier and Rich Ricci.In May 2015, McGee established Intrepid Financial Partners, a specialist merchant bank that works with companies and investors in the Energy sector to provide merger & acquisition and restructuring advice and make equity and debt investments.McGee is on the advisory councils of the McCombs School of Business at the University of Texas at Austin, and the Bendheim Center for Finance at Princeton.