the scythians did have heavy cavalry from the 6th century onwards.they would represent about an 8th of the total cavalry though they are not as heavily armoured as parthian cataphracts they acted in the same way on the battlefield. try ospreys men at arms 137 the scythians 700 to 300bc its an excellent book with very good reconstructions in. also wargames research groups armies of the macedonian and punic wars has some more info on these fascinating people