With a Gold Medal from the US Physics Olympiad and degrees in Math and Statistics from Duke University, Darren Xie has long approached problems through structured modeling and quantitative reasoning. His academic training was complemented by a minor in Economics and extensive coursework in derivatives, probability, and machine learning. Professionally, Darren worked at Barclays in Hong Kong, gaining hands-on experience across M&A and equity derivative transactions. These experiences deepened his interest in derivatives pricing and systematic investment strategies. He also interned at CITIC Capital's buyout team and later at Fenbushi Capital, conducting investment research across private equity and venture sectors. In addition to undergraduate research in statistical modeling, Darren conducted a published independent study under Professor Justin Holmer, evaluating the pricing performance of Black-Scholes versus GARCH models on CSI 500 index options. He also earned the C++ for Financial Engineering certificate with Distinction from Baruch College. He brings a strong foundation in statistics, programming, and derivatives markets-equipping him to contribute from day one in a quantitative research or trading role. Darren joined the MSCF program to sharpen these skills and explore systematic strategy design through a deeper study of stochastic calculus, time series, and financial computing. He is seeking a Summer 2026 internship in quantitative trading or research, and is open to connecting with employers to explore how he can help generate insights and drive performance.
