# Scott Sykowski Investment-management systems architect. Managing Partner, Gyre Research · Board Member, Gyre Holdings. Thirty years architecting portfolio analytics, risk, compliance, performance, reconciliation, and data infrastructure for investment managers. Six production platforms shipped across the buy-side and sell-side; two were sold; one still runs on the original code. Specialist in credit and structured derivatives. Contact: · +1-617-755-4001 · New York / Nashua, NH. Site: --- ## Current roles - **Managing Partner, Gyre Research** (January 2026–present). Independent quantitative and investment-technology research. The flagship product is a portfolio-analytics platform — fifty-five reports across eleven categories — for hedge funds, family offices, RIAs, and institutional asset managers. - **Board Member, Gyre Holdings** (January 2026–present). Board oversight across the four-group Gyre structure (Finance, Consulting, Data, Media); strategy, capital allocation, and governance. ## Capabilities — what I build ### Portfolio analytics Performance, attribution (Brinson-Hood-Beebower with Cariño linking, fixed-income curve / spread / carry / roll-down attribution), risk decomposition, GIPS 2020 composite construction (TWR, MWR/IRR, dollar P&L, asset-weighted dispersion, 3-year ex-post stdev), exposure analytics, factor models. ### Portfolio construction and rebalancing Optimizers (mean-variance, Black-Litterman, risk-parity, robust, hierarchical risk parity), constraint engines, turnover budgets, tax-aware lot selection with §1091 cross-account wash-sale handling, what-if and pre-trade scenario tooling. ### The front office Order management (FIX 4.x/5.x), execution algos and TCA, smart-order routing, prime-broker connectivity, intraday risk and limits. ### The middle office Position and lot reconciliation across PB, custodian, and fund admin; corporate-action processing; trade lifecycle (allocation, affirmation, settlement); collateral and margin; cash management. ### The back office Books-and-records, double-entry GL with 20+ event-to-journal mappings, NAV calculation, fund-administrator workflow, investor reporting, tax lot accounting, K-1 / 1099 support. ### Single-security analytics OAS / Z-spread / DTS / convexity / WAL / WAM on MBS / CMBS / ABS / CLO pools, single-name CDS / index tranche analytics, structured-credit cash-flow projection, options pricing (BS, binomial, finite-difference), futures / swap curves, FX forwards, and inflation linkers. ### Portfolio-level risk VaR (parametric, historical, Monte Carlo), expected shortfall, scenario and stress testing, factor risk, liquidity risk under fund-redemption assumptions, counterparty exposure. ### Problems worth building for Reference-data quality, security-master integrity, security-master-trusts-this-vendor-not-that-one workflows, books-and-records-that-survive-corporate-actions, performance-that-ties-to-the-penny, attribution-that-explains-the-month, compliance-that-flags-issues-before-the-trade. ## Asset-class coverage Equities (single name, ETF, options), futures and FX (cash and forward), cash fixed income (Treasuries, agencies, IG corporates, HY corporates, munis, sovereigns, EM), securitized credit (agency and non-agency MBS, CMBS, ABS, CLO), credit derivatives (single-name CDS, indices, tranches), interest-rate derivatives (swaps, swaptions, caps/floors, OIS), inflation (linkers, ZC inflation swaps), TRS, repo, crypto. **Specialist in credit and structured derivatives.** ## AI / ML application areas - LLM-driven reconciliation of custodian statements and corporate-action notices (parsing PDFs and faxes that have resisted automation for twenty years). - Sparse-replication portfolios and AI-ranked tax-loss harvesting under wash-sale constraints. - Natural-language query against portfolio data: "Why is this position different from yesterday?" answered with traceable source rows and calculations. - Document parsing of vendor PDFs, custodian fax-PDFs, and prime-broker statements. ## Technology stack Python (NumPy, Pandas, Polars, PyTorch, scikit-learn, statsmodels, QuantLib), Java and Node.js for low-latency services, C# / .NET on the buy-side desktop, SQL (MSSQL, PostgreSQL, kdb+/q), FIX 4.x / 5.x, REST, gRPC, Kafka, Redis, Linux. ## Career history (summary) Thirty years across six production investment-management platforms — OMS/PMS, analytics, risk, performance — at firms from boutique buy-side shops to multi-vendor fintech. Roles from Director of Research and founder through C-level / executive management, down to writing and debugging code on the desk this afternoon. Still hands-on. ## Education BS, Finance — University of Connecticut. ## Affiliations - **Gyre Holdings** — Board Member. January 2026–present. - **Time to Give Network** — Brand Ambassador. 2021–present. - **Society of Quantitative Analysts** — Member. - **University of Connecticut** — Alumnus. ## Who I work with Hedge funds, RIAs, family offices, multi-strategy shops, boutique asset managers, emerging managers. Builders of investment-management technology — vendors and in-house platform teams. ## Engagement shape For investment-management technology engagements: - **Discovery** — 1–2 weeks. Written assessment, not slides. - **Design** — 2–4 weeks. Architecture, data model, vendor selection, build-vs-buy, sequencing. Build plan with concrete milestones and reasoning. - **Build oversight** — variable. Hands-on technical leadership. Deliverable is the working system, not documents about the system. Engagements are billed by retainer or fixed scope. Hourly billing is rarely the right shape. ## Links - Site: - Gyre Research: - Gyre Holdings: - LinkedIn: - GitHub: - ORCID: - Crunchbase: - USPTO trademark: - Security issues: ## See also - [Problems I Solve](https://sykowski.com/solutions.html) — catalog of forty production-grade investment-management problems and the solutions, organized across eleven disciplines (plain-text at ). - [Long-form companion](https://sykowski.com/llms-full.txt) — engagement shape, current focus, and how to work with Scott or with the Gyre group.