Johannesburg, South Africa  ·  Est. 2024

Software & analytics
engineered for financial
institutions

What we do

Three disciplines.
One firm.

We focus on three things and do each of them with exceptional depth. Software engineering built for financial workflows. Quantitative analytics grounded in real institutional experience. And specialist recruitment for organisations that need domain-specific technical talent.

Every engagement is led by a practitioner who has worked inside the institutions we serve — not a generalist operating from a methodology deck.

def calculate_ecl(pd, lgd, ead): # IFRS 9 Expected Credit Loss return pd * lgd * ead class IRRBBModel: def nii_sensitivity(self, shock): return self.reprice @ shock pipeline = Pipeline([ ('woe', WOETransformer()), ('clf', LogisticRegression()), def calculate_ecl(pd, lgd, ead): # IFRS 9 Expected Credit Loss return pd * lgd * ead class IRRBBModel: def nii_sensitivity(self, shock): return self.reprice @ shock
01
Software Engineering

Production-grade software for financial workflows

We design and build custom financial software — from Python model deployment and risk platforms to BI dashboards and web applications. Everything is built to production standards, maintained, and built to last.

We've built IRRBB models, credit analytics platforms, and reporting infrastructure that are running live inside South African banks today. We build for the real world.

Python Risk models BI & dashboards Web apps Data pipelines Model deployment
Q1 Q2 Q3 +16.4% 100 50 0
02
Quantitative Analytics

Data intelligence that drives real decisions

From credit risk modelling and IFRS 9 ECL to IRRBB, Basel III/IV capital frameworks, and ALM — we build quantitative models that go beyond regulatory tick-boxes and tell you something true about the risk you carry.

We've presented directly to ALCO committees and have models in production at regulated South African banks. Our analytics work is practitioner-grade, not theoretical.

Credit risk IFRS 9 IRRBB Basel III/IV ALM ICAAP / ILAAP
03
Also offered  ·  Specialist Recruitment
The right technical talent, placed with precision

Financial institutions increasingly need quantitative analysts, data scientists, and financial software engineers who understand both the domain and the technology. Drawing on a practitioner network built over a decade inside South African banking, we place specialists who perform from day one.

Quant analysts Data scientists Risk engineers Financial modellers
Work

Things we've
actually built

Real engagements — software in production, models running in live environments, institutions that came back. We share them with permission and protect client identities where requested.

01
Software · IRRBB · Treasury
End-to-end IRRBB model
Production Python model covering NII sensitivity, EVE analysis, and repricing schedules — designed, built, and presented directly to ALCO. Still running in production at a South African bank today.
In production
South African bank · Python
02
Analytics · Credit Risk · IFRS 9
Financial inclusion scorecard
300–850 point credit scoring model for a major bank's pan-African expansion — alternative data sources, Gambia-specific risk factors, full IFRS 9 ECL integration, and complete methodology documentation.
Delivered
Pan-African · Alternative data
03
Software · Decision Frameworks
Credit analytics platform
WoE/IV, reject inference, DSR modelling, roll rates, vintage curves, PSI monitoring — a full three-band decision engine, automated end-to-end in Python with live reporting.
Deployed
Financial institution · Python
04
Advisory · Embedded Analytics
Consulting, Access Bank
Embedded as principal analyst — quantitative risk advisory, model builds, and regulatory-aligned reporting frameworks integrated directly into the client's existing infrastructure.
Active
Access Bank · Retainer
TN
About
TN
Thabiso Ngako
Founder & Principal
Sasfin Bank — Quantitative Risk, Team Lead
Absa Group  ·  PwC  ·  Santam
10+ years financial services  ·  8 years banking
IFRS 9 · Basel III · IRRBB · ALM · Python

Every engagement is led personally — you work with the person who built the model, not a junior analyst who read about it.

A firm built from the inside

We've sat in the
rooms we now advise

NT Capital was founded by a quantitative risk professional who spent over a decade inside South Africa's leading financial institutions — building the very models that regulators and ALCO committees depend on. The firm exists because that experience is rare, and because institutions deserve advisors who have actually done the work.

"We build software and models that work in the real world — not ones that look impressive in a pitch and break the first time a stress scenario runs."

Whether you need a production model, a data platform, or a specialist placed in your team — NT Capital brings practitioner-grade capability without the overhead, the theatre, or the six-month timeline.

PROP
NT Capital Group  ·  Subsidiary

NT
Prop

Proprietary intelligence,
built on a decade of
banking expertise

NT Prop is NT Capital's proprietary research and analytics arm — applying the same quantitative rigour built inside South African banking to market intelligence and investment analytics. African-market native. Institutional grade.

In development  ·  Launching 2025
Four intelligence pillars
01
Market & Investment Analytics

Quantitative research calibrated to African markets — risk premia, factor models, and return attribution for institutional portfolios.

02
Credit Intelligence

Proprietary credit analytics from our PD/LGD/EAD expertise — portfolio construction, sector screening, and default signal research.

03
Regulatory & Capital Intelligence

SARB reporting, Basel IV transition signals, and regulatory capital movement monitoring — translated into actionable intelligence.

04
Alternative Data Research

Behavioural, transactional, and geospatial signals surfacing market intelligence beyond conventional financial datasets.

Contact

Let's have a
real conversation

No lengthy proposals, no junior account managers. Tell us what you're trying to solve — even at half-formed stage — and we'll tell you honestly whether we can help and how.

Webnt-capital.co.za
Emailhello@nt-capital.co.za
LocationJohannesburg, South Africa
EngagementsProject  ·  Retainer  ·  Embedded
NT Propntprop.co.za  ·  launching 2025
Routed to hello@nt-capital.co.za  ·  Reply within one business day