E-Mail allows setting the From header to whatever you want. These mails won't have valid DKIM or SPF data because they're not sent through your mail server. There's nothing to worry about, it's just spam, your account isn't compromised (unless of course it is, and they're sending it through yours, but they likely wouldn't try to scam you like that then).
Just one of the quirks of e-mail we have to live with.