Shum joined Pegasus in 2008 as an assistant coach.[1] He left the club by mutual consent in June 2011.[2]
South China
As part of a partnership with Chelsea Soccer School, Sham returned to South China as the coach of the U-18 squad.[3]
Happy Valley
South China decided to end their partnership with Chelsea after the 2015-16 season. As a result, Chelsea found a new partner in Happy Valley with which to loan their students. Sham decided to follow Chelsea and was named the manager at Happy Valley in September 2016.[4]
On 15 July 2019, Shum ceded his head coaching duties to Pau Ka Yiu while remaining with Happy Valley as an assistant.[5]