Machine Learning Data Scientist, Forecasting

Details

About the Team

The Strategic Finance team at OpenAI plays a critical role in shaping the company’s long-term trajectory. The team partners closely with Product, Engineering, and Go-To-Market teams to inform high-stakes decisions through rigorous data science and economic modeling. As part of the expanding Data Science function, the Forecasting capability is being built to drive real-time, data-driven decision-making across user growth, revenue, compute infrastructure, and more.

The team is developing scalable forecasting infrastructure to help understand and anticipate business dynamics in an increasingly complex, usage-based world. Models are foundational to planning, pricing, operational efficiency, and growth strategy — supporting key investment decisions.

About the Role

We are looking for a senior Machine Learning Data Scientist to lead forecasting initiatives. You will be one of the founding members of the Forecasting pillar within Strategic Finance Data Science, responsible for building and scaling robust, interpretable, and production-ready forecasting systems. Your models will predict core metrics such as DAU/WAU, revenue, LTV, compute consumption, and profitability and will power critical business decisions.

This is a highly cross-functional role requiring technical excellence, strong product intuition, and business acumen. You will collaborate with product managers, researchers, engineers, and finance leaders to operationalize forecasting insights, influence company-wide strategy, and build foundational forecasting capabilities at OpenAI.

Location & Work Model

This role is based in San Francisco, CA. OpenAI uses a hybrid work model of 3 days in the office per week and offers relocation assistance to new employees.

Responsibilities

• Build statistical and machine learning models to solve forecasting needs across product, finance, infrastructure, and GTM domains.
• Own the end-to-end modeling lifecycle, including scoping, feature engineering, model development and prototyping, experimentation, deployment, monitoring, and explainability.
• Develop and productionize scalable, interpretable forecasts for user growth, monetization, compute load, customer lifetime value, and profitability.
• Contribute to self-service forecasting tools and internal platforms to enable teams across OpenAI to access and act on real-time predictions.
• Research and evaluate emerging tools and techniques in the forecasting space (e.g., TimeGPT, LLM extensions, causal forecasting, hybrid approaches).
• Drive strategic insight generation by translating technical outputs into business-aligned recommendations and decision frameworks.
• Collaborate closely with cross-functional teams to ensure forecasts are integrated into planning processes, experimentation workflows, and executive decision-making.

Requirements

• Advanced degree (MS or PhD) in a quantitative field (e.g., Statistics, Computer Science, Economics, Operations Research).
• 7+ years of experience in applied data science, with deep hands-on exposure to forecasting, predictive modeling, or marketplace systems.
• Expertise in time-series forecasting techniques and practical understanding of model trade-offs across performance, explainability, and scalability.
• Proficiency in Python and SQL, and experience with tools such as scikit-learn, PyTorch or TensorFlow, and forecasting libraries.
• Demonstrated experience with model monitoring, debugging, and long-term maintenance in production environments.
• Strong communication and storytelling skills — able to simplify complexity and influence executive stakeholders.
• Self-directed, intellectually curious, and comfortable leading ambiguous projects from 0→1.

Bonus

• Experience building or scaling forecasting platforms in a high-growth company.
• Familiarity with causal inference and Bayesian forecasting.
• Passion for AI and a strong point of view on how machine learning should inform strategic decisions in fast-moving environments.

Benefits & Compensation

• Compensation range (base) provided: $255K – $405K; offers equity. Total compensation may include equity, performance-related bonuses (for eligible employees), and other benefits.
• Medical, dental, and vision insurance with employer contributions to Health Savings Accounts.
• Pre-tax accounts (Health FSA, Dependent Care FSA, commuter expenses).
• 401(k) retirement plan with employer match.
• Paid parental leave, paid medical and caregiver leave, and paid time off (flexible PTO for exempt employees; up to 15 days annually for non-exempt employees).
• 13+ paid company holidays and additional paid company office closures.
• Mental health and wellness support; employer-paid basic life and disability coverage.
• Annual learning and development stipend.
• Daily meals in offices and meal delivery credits as eligible.
• Relocation support for eligible employees.

About OpenAI

OpenAI is an AI research and deployment company dedicated to ensuring that general-purpose artificial intelligence benefits all of humanity. The company emphasizes safety and diverse perspectives and is an equal opportunity employer. Background checks will be administered in accordance with applicable law. OpenAI is committed to providing reasonable accommodations to applicants with disabilities.

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