Kelly is originally from Seattle and graduated summa cum laude with a BA in Economics from Vanderbilt University. He later earned his MBA and law degree from the Stanford University School of Business and Stanford University Law School. Kelly was a Arjay Miller scholar while in graduate school.
Early in his career, Kelly was employed by Goldman Sachs working in Equity Derivatives. Since 2007, he has been an Investor at Anthos Capital. Kelly has served as Director of Sightline Parments and Addmired Inc.