In Metal Gear Solid 2 : Sons of Liberty Iroquois Pliskin(Snake) says Vamp is "a wizard with knifes"
Just curious, is this because Vamp is genetically modified or does he have some type of special training and if so what kind of training was it, i.e a type of martial art
Vamp had quite a bit an out of the ordinary story.
So Vamp got his training in the Navy SEALs anti-terrorist squad Dead Cell for which he was a member. So basically about this skills with knives, guns, etc. that's all we know so far.
For his "supernatural" abilities well:
Prior to his membership of the Navy SEALs anti-terrorist squad Dead Cell, Vamp was subjected to experimental nanomachines, which would allow him to heal from wounds and sickness at an unusually accelerated rate. The nanomachines had previously been developed by Dr. Naomi Hunter, and her design was later perfected by other interested parties. The experiment proved to be a success, resulting in Vamp gaining his apparent immortality. At some point later, Vamp joined Dead Cell, and was one of the first members to join the unit during its formation.
For additional information on Vamp you can check Vamps Wiki Page!