Well, in Avengers 2 Stark jumpstarts the Ultron program to deal with alien threats. The disaster of that then pushes Stark to side with the U.S. government in Civil War, so I doubt there's room for Stark to create a whole new agency a midst all this ruckus, let alone have it revealed on the TV show.
If SWORD does come about, it'll probably be Abigail Brand who starts it.