In the 2002–03 season, Shum was appointed to the manager of Maccabi Haifa replacing the next national manager Avram Grant. With shum. Haifa became the first ever Israeli team to reach the UEFA Champions Leaguegroup stage. However, he lost the Israeli championship to Maccabi Tel Aviv because of better goal difference. In the end of the season he left to Greece. He is one of Israel's most successful coaches ever working abroad, having led Greek side Panathinaikos to the double in 2004 and was the first time that Panathinaikos had won the Greek championship since 1996 and the Greek cup since 1995. Nevertheless, Shum was given the sack early on in the following season. Shum has also unsuccessfully managed Bulgarian side Litex Lovech and Russian side Alania Vladikavkaz. Not only this but Shum has also been a successful manager in his homeland. In the 2002–03 season Shum made history by leading Maccabi Haifa to become the first Israeli team to qualify for the group phase of the UEFA Champions League. In the group phase, the team defeated Olympiacos and the legendary Manchester United despite them not having their strongest team. Haifa finished the group in third place with 7 points, allowing Maccabi Haifa a place in the UEFA Cup. Shum was most recently the manager of Israeli side Hapoel Tel Aviv, after he replaced Dror Kashtan. He led Hapoel into the Knockout stage of the 2006–07 UEFA Cup after beating Ukrainian side Chornomorets Odesa 4–1 on aggregate in the first round, and progressing in 2nd place from their group. In the 2007–08 season, Shum managed Beitar Jerusalem for a year and was very successful by leading the team to a double. the Israeli Premier League championship and the Israeli State Cup, Making it the first time that Beitar Jerusalem toke both of the titles in the same season. In the 2009–10 season, Shum returned as Beitar Jerusalem manager, alongside the new assistant managerDavid Amsalem. On 26 January 2010 he won Toto Cup, but did not finish that season in his role. David Amsalem replaced him. On 21 October 2010, Shum was appointed as the manager of Alki from the Cypriot First Division.
