McVey, who will be based in New York, will be responsible to help KKR and its clients assess global macro issues and trends across all of its investment disciplines, including private equity, hedge funds and public investing.
Over time, McVey is expected to help the firm build out its global macro and tactical asset allocation business.
McVey has 17 years of investment experience. Prior to joining KKR, he was managing director and head of Global Macro and Asset Allocation for Morgan Stanley Investment Management.
From 2007 to 2009, McVey was a portfolio manager for Fortress Investment Group, focusing on global equities. Prior to Fortress, he was Morgan Stanley’s chief US Investment Strategist.
Henry Kravis and George Roberts, co-chairmen and co-CEOs of KKR, said Henry McVey has the right skills, expertise and investment acumen to help them better mine the data and trends they are seeing, which will, in turn, open up new market opportunities for KKR and its clients.
"His work will inform our investment processes across the firm while also adding a macro and asset allocation investing capability," they added.