Shephard was a chorister at Gloucester Cathedral and was subsequently educated at Corpus Christi College, Cambridge. After graduating he worked in Salisbury in a variety of teaching jobs whilst still a lay-vicar in the cathedral choir. He was the Head Master of the Minster School, York and is now Director of Development and Chamberlain of York Minster. He is a Visiting Fellow of the Music Department and a member of the Court of the University of York. He is also Visiting Professor in the Music Department of the University of the South, Sewanee, Tennessee. He has served on the Archbishop's Commission on Church Music and on the Church Music Commission on Cathedrals.