Shaw, who has been at Universal for 11 years, has resigned from his role, which combined running Europe, the Middle East and Africa with the UK chairman's post.
He said: "I want to work with clients but my role was becoming more like that of an accountant."
Shaw's decision to leave follows the arrival of Nick Brien last August as the global chief executive and president of Universal McCann. He was handed a remit to modernise the network.
Shaw has been heavily involved in launching Universal's activity in the branded content area and said that this was where he would explore opportunities.
Since joining Universal in 1995, Shaw has held several senior positions, including the managing director of Universal London, the director of Magna Global and the chief executive of Europe, the Middle East and Africa.
His duties will be handled by Murray Dudgeon, the worldwide chief operating officer, until a replacement is found.