Tarun Chitra

Built and offered quantitative simulation tools and risk optimization services that were used by liquidity providers, DAOs and market makers engaging with Curve. Those specific technical products produced scenario analyses of gauge weight changes, projected APY outcomes under various emission schedules and stress tests of pool impermanent loss — outputs that were referenced in governance discussions and treasury decisions. Worked with counterparties to model the economic impact of locking CRV versus running farm strategies, producing actionable guidance that informed how large LPs and protocol treasuries allocated capital across Curve pools. The analytics products translated into concrete decisions: which gauges to prioritize, how long to lock CRV to maximize boost, and how to size incentive top‑ups for undercapitalized pools. Published empirical reports and shared on‑chain simulation code used by token holders and bribe negotiators to compute ROI on veCRV locks and bribe expenditures. Those public research outputs shaped market expectations and operational playbooks used during the Curve Wars, enabling more precise execution of bribe campaigns and emission reallocations. By providing measurable, model‑based recommendations and on‑chain scenarios, the technical interventions directly affected protocol parameter settings, LP behavior and governance proposals. That measurable influence on engineering and economic decisions changed where CRV was locked, which pools received incentives and how market participants priced the governance utility of CRV.