In 2011, Shehzad founded Lahore's first improvisational troupe called 'Room For-Improvment', the troupe involved into its current cast of Daniyal Malik, Shah Fahad, Abdul Ahad Ayub and Shehzad Ghias himself. The troupe has done two national tours and performed over a 100 times at venues all over Pakistan.
The troupe has also held improv workshops in Lahore, Karachi and Islamabad.
In 2012, Shehzad formed his second improv troupe in Karachi titled Circus. The troupe performed at Mad School Karachi, Carlton and the Arts Council Karachi.
In 2013, Shehzad joined a long form improv troupe in New York titled 'SHINE', performing numerous shows at the Brit Pack, Chinatown, New York.