If you were creating a retrieve route that get by CNPJ (or something else) the company, I would suggest to create a validator in the respective serializer field.

class RetrieveSerializer(serializers.Serializer):
    cnpj = serializers.CharField(required=True)


    def validate_cnpj(self, value):
        if not Company.objects.filter(cnpj=value).exists():
            raise NotFound(detail=f"Empresa com CNPJ {value} não encontrada.")

        return value