Having been released by the Gunners at the age of 14, Shaw is making the most of his second chance with the Hammers.
Shaw told whufc.com: "I started the season in the youth team and recently I've been playing with the Development Squad, getting a few games in. Hopefully everybody is happy with what I've been doing and I can stay up there in the New Year and keep on improving.
"It's always good for a youth-team player to be pushing up into the Development Squad, and with the Development Squad doing so well it has been nice to be in and around them, because you are always going to improve in those surroundings.
"Things are going to plan and hopefully I can stick with it. I'm enjoying my football at the moment.
"You have always got to look at what you are trying to achieve and that is a place in the first-team squad. You've always got to look there, so I've got to keep my feet on the ground, keep working and hopefully I can get there.
"Maybe things happen for a reason and I'm really enjoying it at West Ham. I just hope I can get my chance to break into the first team - that would be nice."