Joined the Scottish Prison Service as a prison officer in 1974. He served in a number of establishments in a range of grades and has experience of working with long term and short term male adults. He also has experience of working in the open estate and as a tutor at the Prison Service College. Mr McCaig was appointed to the Governor grade under training in 1988 and held senior positions in HMP Greenock, HMYOI Polmont and HMP Barlinnie. He also spent time on secondment to Scottish Government as Deputy Chief Inspector of Prisons. Between January and June 2010 he worked for Council of Europe as resident expert on a prison reform project in Turkey.
During his time in SPS he was instrumental in developing SPS mental health policy at establishment level. He also led the team which produced the current SPS suicide prevention policy.
In his spare time he is involved on a voluntary basis with two organisations, one which supports hard to reach adolescents with a high level of vulnerability and very challenging behaviour and another which supports individuals with mental health problems. Through his interests in Bridgeton Burns Club he helps to organise the annual Burns Competition for primary and secondary school pupils from the east end of Glasgow. He is also a member of East Dunbartonshire Children's Panel.
He was appointed to the Parole Board in August 2010