Scott Sykowski Profile Photo

Scott Sykowski

Director of Research at Athena Systems
Part of United Fintech



Fintech thought-leader on analytics, decision support, and risk systems, with over 30 years in the industry.

Architect of multiple world-class quantitative analytics and business process automation tools for buy-side and sell-side financial services firms.



Location

NYC, Boston & Oman

Phone

+1 617 755 4001

Web

Visit Athena Systems Visit United Fintech

Email

scott@sykowski.com

About

Fintech thought-leader on analytics, decision support, and risk systems, with over 30 years in the industry.

Architect of multiple world-class quantitative analytics and business process automation tools for buy-side and sell-side financial services firms.

Extensive knowledge of the intricacies of most asset classes including vanilla fixed income, securitized (including mortgages, ABS and syndicated loans and CLOs), credit and interest derivatives. And of course, all the easy exchange traded instruments.

Recent projects include:

  • Scenario analysis/stress testing with shifting of the underlying benchmark/index, volatility, or currency.
  • Value-at-Risk (VaR )calculations with support for several different models including user tunable Monte Carlo and historical.
  • Realtime liquidity risk measurements and alerts.
  • Various flavors of security pricing models.
  • Fund and firm level capitalization/margin stress testing. (Reg-T, TIMS, STANS, Portfolio Margin receiving FINRA approval at 3 different BDs).
  • Open/Tunable a priori Factor Model.
  • Brinson Performance Attribution extend for fixed income effects.
Currently engaged in research for application of artificial intelligence to such problems as: benchmark approximation and portfolio construction, momentum analysis, block trade execution, margin/loss prediction, sentiment analysis, and data reconciliation.

Ardent believer that a small team of exceptional talent is worth 10x that of larger mediocre teams.

Top decile knowledge of Python, PyTorch, Pandas, Java/Node, SQL, and .net.

Experience

2006 – Present

Athena Systems

Director of Research, Founder

NY, NY
  • Real-Time Analytics, Risk and Performance
  • Data Management & Workflow Systems for Financial Services Firms
  • Portfolio Management, Order Management & Accounting Systems
  • Systems Integration for Business Process Improvement
1998 – 2006

Macgregor Group/Merrin Financial

Product Manager - Fixed Income & Derivatives

NY, NY
    Created a new product line supporting the spectrum of Fixed Income securities and Credit and Interest Rate Derivatives on top of an Equity Only OMS/PMS/Compliance System featuring:
  • Instrumental in Selling this Company
  • Manage the Fixed Income & Derivatives aspects of an Asset Management System.
  • Direct a team of fifteen Product Managers, Developers and Quality Assurance Analysts.
  • Work closely with clients and prospects to tailor the product to fit user needs.
1995 – 1998

EJV/Bridge

Product Manager - Fixed Income & Derivatives

NY, NY
  • Portfolio & Benchmark Management
  • Decisiton Support
  • Analytics
1993 – 1995

Golden Harris

Taxable Trader

NY, NY

Made retail and wholesale markets for taxable fixed income securities.

1990 – 1993

Lebenthal

Analyst/Sales Trader

NY, NY

Made retail markets and analyized credits and cashflows for taxable fixed income securities.

1982 – 1986

United States Army Reserve, 464th Engineering Batallion

Staff Seargant (E5)

Schenectady, NY

Combat Engineer (12-Bravo)

United States Army Air Assault School, Fort Campbell, KY

Education

2024

Booth School of Business

University of Chicago

Chicago, IL

Executive Education: Behavioral Economics

1988 – 1990

University at Albany

State University of New York

Albany, NY

Master of Business Administration: Public and Structured Finance

1985 – 1998

The College at New Paltz

State University of New York

New Paltz, NY
Bachelor of Arts: Economics. Top Departmental Honors.