Castedo earned a Masters in Mathematics in Finance from the Courant Institute of Mathematical Sciences at New York University, ranked #1 graduate school in applied mathematics. As an independent researcher, he published the peer reviewed paper "Leanest Quasi-Orderings" with Professor Nachum Dershowitz in the academic journal Information and Computation. Castedo presented the paper at the 16th International Conference on Rewriting Techniques and Applications in Japan.
He now studies genetics and mathematics applied to genetics, with a focus on the inheritance of traits in families. His research is in reliable communication of scientific understanding to a general audience.
Genetic Reporting Service Gene Heritage
Castedo Ellerman develops and runs the genetic reporting service Gene Heritage Inc. Its aim is to help customers gain a scientifically sound understanding of family genes. This presents challenges that guide studies he shares on open platforms like GitHub and the Open Science Framework.
Before starting Gene Heritage, Castedo analyzed family DNA as a mathematical challenge. He generated reports for three generations of his family with raw DNA data. A year later, Castedo and Joe Silver, the Creative Director of Designomotion, launched Gene Heritage.
Independent Software Developer
In 2005, with the birth of his first child, Castedo started working part-time from home as an independent software developer. Castedo has developed quantitative software in a wide range of applications such as automated trading, statistical ETF arbitrage, phonetic analysis, statistical analysis, and extracting financial data.
Wall Street and Microsoft
Before working as an independent software developer, Castedo worked at investment banks CSFB (Credit Suisse First Boston) and Bear Stearns. He worked in automated market making and financial analytics for traders. His work included developing a matrix-based expression language for defining multi-asset path-dependent derivative products and a program computing resource-intensive statistics from historical implied volatility of equity options.
His employment on Wall Street was immediately after getting his Masters in Mathematics in Finance. Before his time in finance, he worked in the software industry. Castedo was a Program Manager for Microsoft on Internet Explorer during the "browser war" of the late 1990's. Following Microsoft, he joined silicon valley start-up Tellme Networks which later was aquired by Microsoft.
For more details see linkedin.com/in/castedo.