 McShay had worked as an undergraduate team equipment manager at the University of Richmond before landing an internship with former NFL scout Gary Horton in 1998.Following graduation, McShay worked full-time for "The War Room", (1999–2006) a start-up publication created by Horton eventually bought by ESPN and renamed "Scouts Inc."

He joined ESPN in 2006 as a football analyst, providing in-depth scouting information on college football players across the country.He makes regular appearances on a number of ESPN programs, including ESPNU Coaches Spotlight, "SportsCenter", and ESPN Radio focusing on the NFL Draft.