Vincent Guarnaccia
Quantitative Developer at Revantage, A Blackstone Company- Claim this Profile
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Bio
Experience
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Revantage, A Blackstone Portfolio Company
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United States
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Real Estate
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400 - 500 Employee
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Quantitative Developer
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Feb 2022 - Present
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CIT
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United States
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Financial Services
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700 & Above Employee
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AVP
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Mar 2021 - Feb 2022
Pasadena, California, United States
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Associate
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Mar 2018 - Mar 2021
Pasadena, CA - Forecast team’s liaison with EY consultants during CIT’s FTP methodology redesign. Once design was approved, I oversaw the implementation. - Developer for the Commercial Banking Segment’s internal FTP pricing application. The application includes a cash flow engine written entirely in SQL. - Lead developer for FTP module of the Consumer Banking Segment’s valuation, forecasting, and cash flow application, written in C#.
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Senior Analyst
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Sep 2016 - Mar 2018
Pasadena, CA - Developer for Consumer Segment rates process (e.g. Bloomberg and BlackRock ETLs, API development, curve bootstrapping). Application in C#. - Manage operations of funds transfer pricing (FTP) for $50bn in assets and $31bn in liabilities. - Forecast analytics such as P&L decompositions and price-volume-mix attributions. - Prepare monthly cash flows for FHLB advances and brokered sweeps portfolios. - Design complex data visualizations for management.
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Lamont-Doherty Earth Observatory
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United States
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Research
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100 - 200 Employee
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Assistant, Python Modeling
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Sep 2015 - Jun 2016
Palisades, NY - Developed a regression model that accurately predicts complex oil fluid flows from the Macondo Well, site of the BP Oil Spill. - Implemented a Monte Carlo simulation for deep water contaminant deposition. - Wrote a modular Python tool for quick inverse distance weighting of contamination samples using k-d trees.
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Intern, Data Analysis
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May 2015 - Aug 2015
Palisades, NY Fluid Dynamics Data Analyst supporting Prof. Yan's Geochemical Research - Designed an Excel and R based model for analyzing and processing raw data from KML file types. - Extracted and transformed data collected from the 2010 Deepwater Horizon Oil Spill. - Produced 2D and 3D visualizations which were presented at two conferences. - Executed data cleaning and verified integrity of data and accuracy based on logical benchmarks.
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NYC Department of Design and Construction
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United States
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Construction
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500 - 600 Employee
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Summer Intern
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Jul 2014 - Aug 2014
New York, NY Site and Safety Division of the NYC DDC - Prepared historic archives for environmental impact assessments (EIAs). - Coordinated with contractors on project statuses, technical issues, and budget preparation.
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Columbia University Irving Medical Center
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United States
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Hospitals and Health Care
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700 & Above Employee
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Student Researcher
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Jan 2014 - May 2014
New York, NY Department of Neuroscience in the Psychiatric Center at CUMC - Studied effects of ketamine on neurogenesis in the hippocampus region. - Examined antidepressant potential of ketamine on mice subjected to social defeat. - Contributed to group Journal Club, which sought to improve experimental protocol by reviewing similar experiments and comparing the efficacy of different methods.
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Education
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Columbia University in the City of New York
Bachelor's Degree, Chemical Engineering, & Applied Math