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Stephen G. Penny has worked in various roles in the field of data assimilation and research for over 20 years. In 2002, they began their career as a Research Analyst at Metron Aviation, where they applied the A* algorithm over a modified search graph for weather avoidance by flows of aircraft, developed a Scheduler and Simulation for modeling aircraft weather avoidance in the transition airspace between en route and arrival/departure phases, and authored an article on classification of NAS data using cluster analysis and co-authored AIAA papers on a NAS statistical analysis and a comparison of algorithmically based weather avoidance techniques.

From 2005 to 2011, they worked at the University of Maryland as an Assistant Research Professor, where they implemented the next-generation operational ocean data assimilation system for NOAA, designed new algorithms and theoretical advancements for the prediction of geophysical systems, and led the ocean assimilation component for a strongly coupled data assimilation system to support India's "National Monsoon Mission". During this time, they were also a NASA Graduate Fellow, where they developed a working data assimilation system for the Global Ocean, including both the Local Ensemble Transform Kalman Filter (LETKF) and the Simple Ocean Data Assimilation (SODA) applied to the GFDL model MOM2, as well as conducted research in advanced Kalman Filter techniques applied to data assimilation using ensemble weather forecasting of ocean and atmospheric numerical weather models and inverse problems related to cloud tomography.

In 2011, Stephen began working at NOAA: National Oceanic & Atmospheric Administration as a Research Scientist, Visiting Scientist, and Visiting Scientist developing the Hybrid Global Ocean Data Assimilation System (Hybrid-GODAS) at NCEP and constructing the ocean data assimilation component of the next generation Climate Forecasting System (CFS). From 2014 to 2017, they worked as a Visiting Scientist at RIKEN, U.S. Naval Research Laboratory, and European Centre for Medium-Range Weather Forecasts. In 2018, they were a Visiting Scholar at Scripps Institution of Oceanography. From 2019 to 2022, they worked as a Research Associate at Cooperative Institute for Research in Environmental Sciences. Stephen G. is currently a Data Assimilation Lead at Sofar Ocean.

Stephen G. Penny obtained their B.S. in Mathematics, Applied and Pure from James Madison University from 1998 to 2002, with minors in Computer Science and Music. Stephen G. then attended the University of Maryland from 2005 to 2008 and received an M.S. in Applied Mathematics and Scientific Computation. Stephen G. continued their studies at the University of Maryland, obtaining a Ph.D. in Applied Mathematics & Statistics, and Scientific Computation in 2011.