Clarence Chen graduated from the University of Virginia in 2025 with a double major in Financial Mathematics and Computer Science, and a minor in Statistics, achieving a GPA of 3.9. Before joining the MSCF program at Carnegie Mellon, he gained hands-on experience in quantitative research through multiple internships at hedge funds and investment firms. Notably, during his internship at Trade Terminal, a crypto hedge fund, Clarence designed and implemented statistical arbitrage strategies for digital assets, leveraging machine learning and momentum indicators to achieve strong risk-adjusted returns.
Clarence has worked across a broad range of asset classes, including futures, cryptocurrencies, and China's A-share market, developing and backtesting systematic trading strategies using advanced statistical and computational methods. His academic journey at UVA was complemented by rigorous coursework in stochastic processes, machine learning, and high-performance computing, further fueling his passion for quantitative finance.
Clarence joined the MSCF program to deepen his expertise in quantitative modeling and broaden his understanding of global financial markets. Upon graduation, he plans to pursue a career in quantitative research, portfolio management, or systematic trading, leveraging his diverse background to solve complex challenges in the financial industry. He is available for a call or coffee chat at your convenience to discuss how he can add value to your organization.
