As a boy he had won many honours with his native village club Sannat Lions, but was a product of Floriana.

During a career spanning four seasons with Floriana, Shaun made 48 appearances and scored three goals.

Bajada was the first signing from the local market of the month after the club transferred Etienne Barbara to Birkirkara.

Bajada arrived along with two foreigners, Bulgarian Mitko Trendafilov and Nigerian Michael Ochei.

In January 2008 Bajada was chosen as part of the squad for the Maltese national team and he played his first match on 2 February 2008.