Vincent Guarnaccia

Quantitative Developer at Revantage, A Blackstone Company
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us****@****om
(386) 825-5501

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Experience

    • United States
    • Real Estate
    • 400 - 500 Employee
    • Quantitative Developer
      • Feb 2022 - Present

    • United States
    • Financial Services
    • 700 & Above Employee
    • AVP
      • Mar 2021 - Feb 2022

      Pasadena, California, United States

    • Associate
      • 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#.

    • Senior Analyst
      • 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.

    • United States
    • Research
    • 100 - 200 Employee
    • Assistant, Python Modeling
      • 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.

    • Intern, Data Analysis
      • 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.

    • United States
    • Construction
    • 500 - 600 Employee
    • Summer Intern
      • 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.

    • United States
    • Hospitals and Health Care
    • 700 & Above Employee
    • Student Researcher
      • 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.

Education

  • Columbia University in the City of New York
    Bachelor's Degree, Chemical Engineering, & Applied Math
    2012 - 2016

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