McClay worked in the European Parliament as Head of Staff to Lord Plumb, President of the European Parliament and Leader of the British Conservatives in the European Parliament. He has also been active in European government affairs and lobbying, and was a founder and CEO of a company, Political Relationship Management. McClay has been active in Pacific Islands, European and New Zealand diplomacy and politics since 1992, and was the Cook Islands' first accredited diplomat outside of the Pacific region. He remains the youngest-ever appointed Head of Mission to the European Union. In 2000 the Cook Islands joined the Cotonou Agreement between the EU and African, Caribbean and Pacific states and he was appointed as special representative of the Cook Islands. In 2002 the Cook Islands government upgraded its representation to the level of diplomatic mission, at which time McClay was appointed Ambassador to the EU. He has represented the Cook Islands at many international meetings and conferences, including the WTO, FAO, ACP, EU and UN.
Member of Parliament
In 2008, McClay was selected as the National Party candidate to stand for the Rotorua electorate in the 2008 New Zealand general election, running against incumbent Labour MP Steve Chadwick. McClay won the seat of Rotorua on election night with a majority of 5,065. He was sworn in as a Member of Parliament on 8 December 2008. In 2009 his Shop Trading Hours Act 1990 Repeal Amendment Bill was drawn from the ballot. The bill would have allowed local authorities to permit shops to open on Easter Sunday - something currently prohibited in most of New Zealand. The bill was narrowly defeated at its first reading. In 2011 McClay announced his intention to bring a bill before Parliament to prohibit the display of gang insignia in all government premises, schools and hospitals in New Zealand. Modeled on the Whanganui Gang Insignia Act, McClay's announcement was met with strong public support. The Bill received Royal Assent on 12 August 2013 and became law the day after. In 2011, McClay was reelected as the Member of Parliament for Rotorua increasing his majority to 7,357 votes. McClay voted against the Marriage Amendment Bill, a bill allowing same-sex couples to marry in New Zealand. In September 2014, McClay was again elected as Member of Parliament for Rotorua with an increased majority of 7,418, after beating Labour Candidate and former TV weatherman, Tamati Coffey. In 2017, McClay represented his party in Beijing before a dialogue organised by the International Liaison Department of the Communist Party of China. McClay also referred to the Xinjiang re-education camps as "vocational training centers" in line with Communist Party of Chinatalking points. He lives in Rotorua with his wife, Nadene, and their four children.