skip content
Loading indicator

Enter search term

Quantitative Strategies & Risk Premia

The QSRP group delivers returns by building and maintaining a portfolio that spans both systematic alpha and risk premia factors across global asset classes. The group manages mathematical and statistical modelling to combine sources of return from alpha and risk premia into a portfolio with an attractive risk-return profile.

The portfolio is also designed to be diversifying over time to broad market indexes.

Our Team

Toronto

The team operates from CPP Investments’ Toronto and Hong Kong offices.

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.

Privacy Preferences
When you visit our website, it may store information through your browser from specific services, usually in form of cookies. Here you can change your privacy preferences. Please note that blocking some types of cookies may impact your experience on our website and the services we offer.