The youngster, who started on Saturday as Ally McCoist's side beat Queen's Park 4-0, has impressed in his maiden season in the Light Blues first team, and stated that he is priveliged to be part of the side aiming to take the Ibrox club back to the top flight.
"It will be brilliant to be a part of it," he said. "The fact you could say you have been there and done it (risen through the leagues) with them – to be able to say that really speaks for itself."
After penning a new five-year contract with the Gers, McKay hailed the progress of McCoist's team and showed he is delighted to be at the club for the long haul.
He said: "I think I have improved a lot because the older ones help you.
"You are learning the game every day you are training and playing, and I think I have come on quite a bit.
"It's a big difference because when you are playing youth football, you are lucky if you even get a hundred people going and now you are playing out there in front of 50,000. It is crazy."