Castedo Ellerman

Research & Academics

For the past few years, I have been studying math and genetics, especially population genetics, and writing open-source software.

Publications

For research software contributions, I am listed as an author on the journal article: Baumdicker, Franz et al. "Efficient ancestry and mutation simulation with msprime 1.0." Genetics, March 2022; doi:10.1093/genetics/iyab229.

In 2005, I published the peer-reviewed article "Leanest Quasi-Orderings" with Professor Nachum Dershowitz in the academic journal Information and Computation and presented the paper at the 16th International Conference on Rewriting Techniques and Applications in Japan.

Groups/People I've Worked With

• ~2022 Fresh Pond Research Institute (Steven Orzack)
• ~2021 Novembre Lab (rotation)
• ~2020 msprime / tskit devs (Jerome Kelleher, Peter Ralph, et al)

See software page for contributions during these research experiences.

Formal Education

• Master's in Mathematics in Finance from the Courant Institute of Mathematical Sciences at New York University
• Budapest Semesters in Mathematics
• B.S. in Mathematics & Computer Science, University of Illinois Urbana-Champaign

Genetic Reporting Service

Between 2016 and 2022, I developed and ran a genetic reporting service called Gene Heritage. I implemented the infrastructure and technology behind the service to make it easy for consumers to access genetic calculations I developed in an open-source R package. More than 16,000 visitors signed up, and more than 5,000 genetic reports were purchased.

You can read more in this blog interview.

Freelance Quantitative Analyst/Developer

In 2005, with the birth of my first child, I started working part-time from home as a freelance software developer. I've coded quantitative software in a wide range of applications, such as automated trading, statistical ETF arbitrage, phonetic analysis, statistical analysis, and extracting financial data.

My favorite languages are Python, TypeScript, R, and C++. I am also experienced in CSS/HTML, Vue.js/Node.js, SQL, Linux containers, Bash, Git, LaTeX, AWS, and doing too much in Excel. Over the course of more than three decades, I've also programmed in Java, Perl, C#, Visual Basic, C++/CLI, x86 assembly, PHP, PL/SQL, and MATLAB.

Wall Street

Before freelance software development, I worked at investment banks CSFB (Credit Suisse First Boston) and Bear Stearns, in automated market making and financial analytics for traders. My projects included developing a matrix-based expression language for defining multi-asset path-dependent derivative products and a program for computing resource-intensive statistics from historical implied volatility of equity options.

Microsoft and Silicon Valley

Before my time in finance, I worked in the software industry. I was a Program Manager for Microsoft on Internet Explorer during the "browser war" of the late 1990s. Following Microsoft, I joined Silicon Valley startup Tellme Networks, which was later acquired by Microsoft.