The 31-year-old Brooklyn native died after suffering from a medical episode during training at the FDNY Training Academy on Randall's Island last week.
New York City Fire Commissioner Daniel Nigro said Malveaux was engaged in functional skills training.
Nigro said the 31-year-old from Brooklyn was about three-quarters of the way through the course when he started to feel sick and passed out.
An ambulance was on the scene for the training session and Malveaux was immediately taken to Harlem Hospital.
Nigro said Malveaux never regained consciousness and died around 6:30 a.m. last Friday with his parents at his bedside.
The medical examiner is still working to determine his exact cause of death.
Malveaux's funeral was held Wednesday morning at the Christian Cultural Center. His coworkers remember how he would go above and beyond to respond to calls, even during the height of the pandemic.
"Covid was a very tough year for us in EMS, very difficult. My sister had a medical emergency and Vincent was the one who responded to that," said Probationary Firefighter Freddy Mejia-Moscoso.
Members of the FDNY attended his wake Tuesday.
Fellow firefighters also remember Malveaux's love for pranks at the firehouse.
"He gift-wraped desks, pens, computers and one time, he even gift-wrapped his co-worker while he was sleeping," said Christian Marte, an F.D.N.Y. paramedic at station 19.
Malveaux had been sworn in as a probie firefighter in October and was six weeks into an 18-week training program when he died.
Mayor Bill de Blasio acknowledged Malveaux's heroism and the pain of losing a dedicated firefighter.
"All those sirens. They pained us to hear them, but it reminds us also of heroes like Vincent who were out there saving people in the toughest moment ever," said de Blasio.
Previously, he worked as an Emergency Medical Technician in the Bronx where he responded to thousands of calls for help, including throughout the coronavirus pandemic.
"This is a heartbreaking loss of a young man who chose a life of brave service to others, first providing outstanding emergency medical care as an EMT in the Bronx and then training to be a New York City Firefighter," Nigro said.
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