McHale, 40, has launched his own consulting shop, Cleverworks, after departing the agency before the new year.
McHale, who was senior vice president-group media director, had been at Optimedia for six years, and oversaw both the BMW and British Airways accounts.
Optimedia lost the $160 million BMW account last month to Austin, TX-based GSD&M.
Other executives who have left the agency recently include national broadcast buying head Bob Flood, who joined MTV Networks; Bob Lilley, head of new business; and Steve Facini, account director on BMW.
Last week, Optimedia named Larry Novenstern to succeed Flood as head of its electronic media unit. He had been senior vice president-director of national broadcast buying at Interpublic's Deutsch Inc.
Under McHale, the BMW Films media plan won a Cannes award in 2002. He joined Optimedia to work on British Airways from Warren Kremer Paino.