The former Brentford boss is on the verge of leading the Gers to promotion from the Scottish Championship.
Warburton had no previous managerial experience in Scottish football before he took over at the Gers, but is already closing in on his first trophies for the club.
The Light Blues can seal promotion to the Scottish Premiership this weekend, while they also have a Challenge Cup final and Scottish Cup semi-final to look forward to next month.
And McKay - who has featured regularly under the former Brentford boss - believes that it is because of the club's staff that the team are in such a strong position this term, and why he is enjoying such a successful campaign personally.
"I take a lot of confidence from the gaffer and Davie Weir and the platform they have given me to perform on," he told the Evening Times.
"When I first started playing for Rangers it was down in the Third Division, so to be able to complete that journey with them would be a personal achievement for me and hopefully I can do that.
"The manager has given me a chance from the start of the season and I've played in just about every game, so it shows you how much confidence he has in me.
"For the other players as well, he gives you that freedom to play and that's what you need from a manager."
Although the 21-year-old was a regular when the Gers were in the Third Division, his opportunities were severely limited in the two seasons that followed, and he had to go out on loan to get first-team football.
However, Warburton has not only brought the youngster back into the fold this term, but has also made him one of the key men of the side.
McKay has only missed two league games this campaign, and has repaid the boss' faith by scoring five goals in the Scottish Championship. And his level of performance will surely mean that he will remain a key member of the side next season when the Light Blues will surely be playing in the top flight.