After graduating, she worked for D. E. Shaw, a quantitative hedge fund in New York, as a recruiter and a writer from 1992 to 1994. There, she worked for Jeff Bezos, then a senior vice-president, as a research associate. MacKenzie wrote her debut novel, The Testing of Luther Albright, eleven years later in 2005 for which she won an American Book Award in 2006. Her second novel, Traps, was published in 2013.