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Quantitative Strategies & Risk Premia

The QSRP group focuses on efficient implementation and management of a scalable CMF portfolio, integrating multi-horizon systematic risk premia and quantitative alpha factors spanning a variety of asset classes and instruments.

These quantitative strategies seek a portfolio of factor exposures diversified across horizon and sources of return. The risk premia strategies seek to harvest compensated returns from market inefficiencies or abnormalities. The team is based in CPP Investments’ Toronto office.

Our Team


Paul Ebner

Managing Director, Head of Quantitative Strategies and Risk Premia

Paul is Managing Director and Head of Quantitative Strategies and Risk Premia (QSRP) for the Capital Markets and Factor Investing Department (CMF). As Head of QSRP, he is responsible for implementing and managing a scalable CMF portfolio that integrates multi-horizon systematic risk premia and alpha strategies spanning multiple asset classes.

Prior to joining CPP Investments in 2016, Paul was a Director and Senior Portfolio Manager of Global Equity Market Neutral Strategies at BlackRock, and a member of the Scientific Active Equity team. He spent 12 years at Blackrock, including his years at Barclay’s Global Investors, which merged with the firm in 2009. While at Barclays Global Investors, he was responsible for helping launch and manage new equity hedge funds for the advanced equity strategies research team.

Paul holds a BA (Hons) in Political Science from Davidson College, a Diploma in International Relations from the London School of Economics, and an MA in Public Policy from the University of California at Berkeley. He is a CFA charterholder.

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