In 2005, he decided to return to Albania and quickly climbed the ladder of success in the field of the telemarketing business.

He manages the "Sestante Holding" group of companies that operate extensively throughout Europe and North America, while being one of the largest employers in the Albanian market.

[4] Shehaj co-founded the "Lumo Skëndo Institute of Historical Studies" along with historian Uran Butka.

Shehaj started his involvement in politics in 2017 as leader of the Democratic Party list in Vlorë.

His political activism has mainly stood out in denouncing corrupt tenders, protecting the historic national theater building and supporting people in need.