Tarun Chitra

Gauntlet; on-chain risk modeling

Tarun Chitra is founder and CEO of Gauntlet, a quantitative risk-management firm for blockchain protocols. Gauntlet uses agent-based simulation to stress-test and optimise risk parameters for major DeFi protocols including Aave and Compound. He is best known for applying rigorous quantitative-finance methodology to on-chain systems, including work on liquidation risk, capital efficiency, and mechanism design.