McCall, who was named Clydesdale Bank Manager of the Year, enjoyed a three-year playing spell at the League One side but insists he has not been approached by his former employers.
McCall said: "I have always been happy here. Sometimes as a player you get something that just fits and I've been lucky to work with a good set of people, the players, the staff, non-playing staff and I've enjoyed my time here and I'm still enjoying it.
"There's not a part of me desperate to go, 100 per cent not at all. I'm not seeking out avenues to get away because I'm enjoying my time here.
"If all this speculation and nothing happens then that's fine, that's great. I've not a deep desire to leave this club because I'm having and have had great times here."
When pressed further, he added: "If somebody wants to speak to you then I suppose you'd be willing to listen depending on who it is. There was a lot of speculation around Christmas time when there were a lot of jobs down south but I had no interest [in leaving].
"I went there when I was 38 and the first season we got into the semi-final of the FA Cup, semi-final of the League Cup and got to the play-off final. I had two good years as a player and then as a coach and assistant manager to Neil [Warnock] and we managed to get to the Premiership so I had five good years there."
Meanwhile, defender Simon Ramsden has signed a new two-year deal with the SPL runners-up and McCall has also admitted his interest in Ross County midfielder Paul Lawson.
"We have made contact, he is a player who interests us and he would be a welcome addition if we get the chance to get him," he added.