Ray was born and raised in The South Bronx. He first began his trumpet studies at Junior High School 149 with Richard Brezowski. He auditioned and passed for The High School of Music and Art after a year and a half of beginning his trumpet studies. At Music and Art, Ray performed with the Senior Jazz Ensemble, Senior Wind Ensemble, and Senior Symphonic Orchestra. While at M&A, Vega studied trumpet with Sidney Baker, Stanley Shafran and Michael Lawrance. After M&A, Ray attended The Long Island University Brooklyn Campus on a double music scholarship. After 2 years, Ray left college to work at The Bankers Trust Company as an operations support specialist with their private banking unit.

After 2 years, Vega returned to the music world as a freelance musician. He soon immersed himself in the world of New York Salsa. The bands that he performed and/or recorded with, read like the who's who of the New York Latin music scene. These bands include: Luis "Perico" Ortiz, Louie Ramirez, Hector Lavoe, Ray Barretto , Johnny Pacheco, Tito Nieves, Adalberto Santiago, Celia Cruz just to name a few.

While on the Salsa scene, Ray landed a job with the lengendary Afro-Cuban percussionist Mongo Santamaria. This was the beginning of Vega's journey in the world of Latin Jazz. Ray performed with Mongo for 4 and 1 half years (Ray recorded 3 CD's with Mongo). From Mongo, Vega went to Mario Bauza's Afro-Cuban Jazz Orchestra, for 7 months. This included the first European tour by this legendary ensemble. After Bauza, Ray went to work with Ray Barretto and New World Spirit (Ray recorded 2 CD's with Barretto, including the Grammy nominated "Taboo" on the Concord Picante label). While with Barretto, Vega was called to join Tito Puente's Latin Jazz ensemble (Vega has recorded on 6 Cd's with Puente, including the Grammy winning "Mambo Birdland" ). Ray balanced both jobs for 2 years, then decided to go full time with Puente due to many scheduling conflicts.

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