Shey holds a BA in International Relations from Amherst College in Massachusetts, an MBA in Finance and Management from Yale University School of Management and a CPA from the University of Maryland USA.

Shey began his professional life working as a Team Leader and Senior Economic Development Specialist for a Private Public Partnership entity for economic development in Washington DC. He later joined the World Bank where he worked as a financial analyst. He later took leave from the World Bank and was appointed as the Interim Director of Finance for an International Agriculture Research Association for West Africa.

Shey later returned to the World Bank where he served under different positions leading teams and advising decision makers in fiduciary management, governance, institutional and program evaluation, administration, resource mobilization and outreach in Africa, Asia and the US. In recent times, Shey has also consulted and provided advice to international development (AfDB and IFAD).