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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

Toronto

Paul Ebner

Managing Director, Head of Quantitative Strategies and Risk Premia

Paul Ebner, CFA is a Managing Director and Head of Quantitative Strategies and Risk Premia (QSRP) for the Capital Markets and Factor Investing Department (CMF) at CPP Investments.  As Head of QSRP, Mr. Ebner is responsible for implementing and managing a scalable CMF portfolio that integrates multi-horizon systematic risk premia and alpha strategies spanning multiple asset classes.  This includes managing quantitative strategies and the risk premia portfolio as well as developing and deploying state-of-the-art production processes & analytics for CMF.  Previous to this role, Mr. Ebner was Senior Portfolio Manager and Head of Portfolio Engineering for Quantitative Equity Strategies at CPP Investments.  In this role, Mr. Ebner was responsible for the daily operation and infrastructure running the Quantitative Equity Strategies.  He has been associated with the firm since June 2016.

Prior to joining CPP Investments, Mr. Ebner was a Director and Senior Portfolio Manager of Global Equity Market Neutral Strategies at BlackRock, Inc. and a member of the Scientific Active Equity team.  His tenure at Blackrock spanned 12 years including his years at Barclay’s Global Investors, which merged with the firm in 2009.  While at Barclays Global Investors, Mr. Ebner was responsible for helping to launch and manage new equity hedge funds for the advanced equity strategies research team.  Prior to this, he served as a Trader on the fixed income repo desk at Salomon Smith Barney.  Mr. Ebner received a B.A. degree, with Honors, in Political Science from Davidson College in 1998, a Diploma in International Relations from the London School of Economics in 1999, and a M.A. degree in Public Policy from the University of California at Berkeley in 2004.

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