Characterizing young exoplanets is critical for putting limits on planet formation scenarios. However, as of yet, only a few young exoplanet candidates have even been discovered, and no young planet with a model-independent mass has had its spectrum or brightness measured. A good candidate for such a detection is CI Tau b, an msini = 8.1 Mjup planet in a 9 day orbit around a 2 Myr old classical T Tauri star. We use high spectral resolution K band echelle spectroscopy to look for direct signatures of the planet itself, taking advantage of the large expected radial velocity variations of the planet as it orbits CI Tau. We report on our efforts to directly detect the spectrum of CI Tau b and present a tentative measurement of CO absorption in this young exoplanet. The properties of the planet determined from this CO detection are consistent with those described in the discovery paper and favor "hot start" formation models.