He was born and raised in New Orleans, eventually moving to New York to begin his career in comedy as the original Mr. Hands of The Mr. Bill Show seen on Saturday Night Live. Vance was also a professional musician in several bands during the 80s, including House of Schock on Capital Records. He returned to TV in 91, writing for a number of different shows, including sitcoms and creating several pilots.
Vance was a correspondent on The Daily Show with Jon Stewart from 1999-2001. After leaving the show in 2001, Vance returned to Los Angeles and has been writing and producing, most recently writing for the 2007 Academy Awards.
Vance co-runs Carousel Productions, Steve Carells production company at Warner Bros.