I asked the same question about 8 months ago. Best I can see was that AAS will decrease sperm levels and potentially create a greater ratio of corrupted sperm. Lots of studies show these concepts, but I didn't see anything specifically related to fetal problems after conception while using.
Bottom line is if you're ready to concieve a child why risk anything? We all decide on the risks to take for our own lives, but potentially risking an unborn child with anything is downright wrong. Just asking your question indicates that you may want to consider laying off the goods for a while and let nature take its course.
If I misunderstood and you're talking about sperm deposited after the child is already concieved, forgive me. In this case the fetus is good and sealed in there, so no sperm will come anywhere near it. This should be a minimal risk if any.