Offensive Coordinator and quarterback coach
He is currently the quarterbacks coach for the Jacksonville Jaguars of the NFL.
From 1984 to 1987, he served as the head football coach at Long Beach State, where he compiled a 16–18 record through three seasons. In 1984 to 1985, he compiled back-to-back non-losing seasons at 6–6 and 6–5, respectively. From 1987 to 1991, he took the head coaching job at the University of New Mexico, and led the Lobos to a 9–50 record. His best season with New Mexico was a 3–9 season in 1991.
Sheppard was the offensive coordinator of the San Diego Chargers in 1997 and 1998, the Buffalo Bills in 2001, and the New Orleans Saints in 2005. He was the wide receivers coach of the Cincinnati Bengals from 2007 to 2010.
In February 2011, Sheppard was hired by the Jacksonville Jaguars to replace Mike Shula as quarterbacks coach.