Financial context
Trading, risk and regulation understood from the inside.
Counterpoint Dynamics
Where quantitative insight meets engineered systems.
Specialist consulting for corporate, investment and retail banking.
We connect financial expertise, software architecture and advanced computation to solve complex risk and capital-markets problems.
One team, connected disciplines
Built for problems that cross finance and technology.
Since 2013, Counterpoint Dynamics has brought software architecture, trading and risk management into one consulting practice. We understand that a pricing model is only as effective as the data and systems around it.
Our quants, developers and integration engineers work across traditional boundaries—particularly where regulation, complex data and simulation-intensive workloads meet.
Quantitative depth
Models and methods grounded in robust analysis.
Engineering discipline
Systems designed to perform, integrate and scale.
Our expertise
What we do
From models to production systems, we work across the full problem.
Quantitative Analysis and Development
- Hedge effectiveness calculation
- Derivative pricing libraries
- XVA Optimisation
- Model validation for market risk and front-office derivative pricing models, VaR and Expected Shortfall.
Financial Engineering/ Risk Analysis
- Modelling of derivatives on risk and front-office software.
- Implementation of FRTB, SIMM, VaR methodologies etc.
- CVA, DVA, FVA and PFE calculation and validation.
- Front Arena, Adaptiv Analytics, Murex, Matlab, IBM Algorithmics Riskwatch/ARA/ASE, SAS, Maitland.
Business Analysis and Software implementation
- Feeds between source systems and risk systems for derivatives, market data, counterparty information and financial information.
- Implementation of credit risk, market risk, prime broking, securitization and payments systems.
- Trader specific interfaces for specific use cases
Software development and architecture
- Full stack development using .Net - C#, F#, Javascript, Angular, SQL and Python.
- Application Architecture.
- Cross siloed business product development, enabling cross selling of retail banking clients with CIB type products
Computational scaling
- CUDA, GPU and Cloud based scaling.
- Monte Carlo simulation.
cpStudio + cpδ
Transparent derivative pricing and risk analytics.
An independent platform connecting pricing, sensitivities, market risk, margin, xVA and counterparty analytics in one reproducible framework.
The quantitative foundation
One pricing engine. Every result traceable.
cpδ provides the pricing foundation beneath cpStudio: explicit traced formulas, exact closed-form sensitivities and Monte Carlo analytics, optimized across CPU, GPU or cluster infrastructure.
F# pricing engineC# servicesPython + JupyterPostgreSQL
Trade capture
Capture one-line descriptions, detailed instruments or bulk trade imports, with conventions completing required detail.
Market data & curves
Manage versioned timeseries, reference rates and scheduled imports, with convention-driven curve bootstrapping and calibration.
Pricing & analytics
Run valuation, exact sensitivities and scenario analytics at trade, portfolio, counterparty or entity scope.
Open workflow
Work through the API, Python or Jupyter, then export formulas and their input data to Excel for independent verification.
Market risk—the core differentiator
Know the exposure. See exactly how it was derived.
Exact risk
Derive sensitivities from the traced pricing formula or by bumping curves and revaluing.
Transparency
Inspect the formula behind a price together with linked market data and versioned records.
Independent challenge
Export the live formula and data so disputed results can be reproduced outside cpStudio.
Regulatory measures
SIMM & FRTB
Sensitivity-based initial margin with forecasting, and market-risk regulatory capital built on the same exact sensitivity capability.
Counterparty credit risk
CVA / DVA / FVA & PFE
Monte Carlo exposure simulation by netting set, with exposure profiles over time at netting-set or counterparty scope.
Hedge effectiveness
Micro & macro hedge effectiveness
Assess hedge effectiveness at individual relationship or portfolio level, with the ability to include xVA in the calculation.
A typical market-risk workflow
- 01CaptureDescribe the trade
- 02PriceGenerate a traced formula
- 03SensitivitiesPV01, FX Delta, Vega, Gamma
- 04ReviewInspect formula and data
- 05ReproduceVerify independently in Excel
- 06Margin / xVAExtend the same foundation
Careers at Counterpoint
Bring your curiosity to difficult, consequential problems.
We’re interested in people with backgrounds in actuarial science, engineering, mathematics, risk and software development.
Start a conversationTrusted relationships
Experience across South African finance.
We are proud to have worked with leading banks and financial institutions.
Standard Bank
Investec
Nedbank
LibFin
RMB
ABSA
Ideas in practice
Latest insights
Notes from the intersection of quantitative finance and technology.
Call us
Start a conversation
Tell us what you’re working on, or ask us about life at Counterpoint.