Roeder, like his assistant Alan Shearer, immediately ruled himself out of that race, although after seeing his injury-hit side defeat West Brom 3-0 on Saturday to secure a fifth successive league victory, his comments suggested his stance may have altered.
Asked about speculation that he is being seriously considered for the job by Shepherd, he replied:
Roeder: "Until he does ask any questions, once he does, I will give it a moment's thought and I would give him an answer. It is not something that is running through my head all day long, expecting a phone call from the chairman.
"The chairman is a man of few words and he lets me get on with it, which I prefer. Lots of chairmen question their manager's team selections and this and that and he just lets me get on with it.
"Any new position must be decided by the chairman and it would be wrong for me to answer those questions. Those questions need to be answered by the chairman if you get to talk to him.
"In my own mind, I didn't have anything to prove to myself, but to other people. Working at West Ham was unfortunate, it is in the history books. I learnt a lot from that, but it also reminded me in the last two months, at senior level - and I don't just mean the manager's job - that I have a lot to offer.
"And I must make that clear that at senior level, that does not just mean the manager, but I do feel I have a lot more to offer than just Academy manager.
"I would like to think the chairman has seen me perform and he would want to keep me involved in the senior level and Academy level to know as a club we can start building and have a good infrastructure.
"That would take time. It wouldn't happen in one season, it would take four or five. But at some stage, you have to turn the page over and start with a clean piece of paper."