He first served in cabinet from 1995 to 2000, and was then Ambassador to Saudi Arabia from 2002 to 2005. From 2005 to 2006, Bajo was Secretary of State for Foreign Affairs (the equivalent of foreign minister). He was also a government minister from 2010 to 2012 and for a brief spell in 2014, and in between stints in cabinet held ambassadorships to Iran (2007–2009), Qatar (2009–2010), and Morocco (2012–2014).