"I started my career as a graduate in banking and day one, week one, I looked up through the organisation and realised there weren't any women there who I wanted to be my role model," McKay says.
"As a graduate, hour two into the job, I knew I wasn't going to stay.
"We forget often that those decisions are made really early on. They're not made when someone is considering going from middle management to senior management; they're made on day one of a graduate programme," she says.
"Unless we can change culture and change the visible leadership, we're going to keep having this problem for decades to come."
McKay was in New Zealand this year, brought here by the ASB to talk to businesses about gender equity, and says the situation in this country is much the same as it is in Australia.
She is so passionate about the role that on meeting her, it is hard not to start immediately debating topics such as our patriarchal society and gender equality.
While they're hardly new issues, gender equality has shifted from being viewed as a feminist ideal to something that companies need to confront in a practical way.
Aside from anything else, studies show more diverse companies are more successful, but despite that, McKay says change is still glacial.
"I think we need to recognise that the constant level playing field from which everyone can get promoted isn't real," McKay says.
"We're not starting from a level playing field - we're starting from a societal construct that inherently biases male leadership and we actually need to level the playing field before we can then start to talk about merit as something that exists in an objective way."
A divisive figure in the gender argument, McKay is adamant that legislation is the only way to change the balance, and believes the fact that New Zealand boards are 85 per cent male itself shows that gender is a factor in the choices being made.
She has been called a feminist, a man-hater and gender banshee more times than she can count.
She doesn't claim to have all the answers, but nine years' experience has taught her a thing or two.
McKay highlights the legal profession where, for more than 30 years, women have been graduating in greater numbers and with higher average marks than men.
The majority of law students, she says, are female, but while women make up 50 per cent of the graduate intake in firms that have a graduate programme, the partnership and leadership numbers have not changed.
One of the issues is the motherhood penalty - the idea that women miss out on promotions or opportunities because they are looking after the children.
Where men are more likely to succeed in leadership roles in general, women without children are more likely to succeed than women with children.
"Part of that is about the societal norms and part of it is about being a mother, where there is this perception that as soon as you have children, you are no longer 100 per cent committed to the role or available to the role's requirements," she says.
"You start to see women opting out of certain things but you also start to see organisations opting them out, thinking women won't want a certain type of role because they have children."
McKay believes the best ways to make a change are through legislation and introducing gender quotas for management and boards.
Sweden is one of the leaders in this field, with its paid parental leave scheme.
The country offers 12 months of paid leave on the condition that men take at least three months of that time as the primary carers.
Experience has shown that after the first year, about 60 per cent of men take a further period of unpaid leave to be the main caregiver.
"This starts to symbolise a societal shift and then employers' response to that stops being looking at women in their mid-20s and thinking they might be at risk of taking leave, to looking at both men and women and saying, well, that's a risk for both, so it's not a factor in your hiring or promotion," McKay says.
"I think, unfortunately, legislative intervention is needed if we want to shift quickly."
McKay's true passion has been in working for non-profit organisations, with roles at Homelessness Australia and the White Ribbon Campaign - which works to prevent male violence against women - before joining the Australian National Committee for UN Women.
One of the biggest influences in her life, and sources of support, was her older brother Scott, who died suddenly when McKay was 25.
She now says people should never assume they will have endless time on earth, and the loss has shaped her thinking.
Although she is still optimistic, her ideals have been tempered by her time on the gender battlefront.
"My dream would be to be so effective in my role that I wrote myself out of it, but as I get older and more cynical, I'm realising that the change process has not got the momentum that I once hoped it did," she says.
"We see companies do little things but we haven't actually changed the way we measure outcomes or view promotions and opportunities.
"The fundamental structures of work haven't changed at all and until CEOs and their leadership teams are actually willing to take really brave steps and make some of these substantive changes, we won't see progress."
JULIE MCKAY
• Born in Brisbane
• Age 32
• First job as a graduate was in banking
• Gender adviser to the chief of the Australian Defence Force
• Has just left her role as executive director of UN Women Australia
