Machine Learning Data Scientist, Forecasting
Overview
You will build and scale production-ready forecasting systems for user growth, revenue, compute, and profitability at OpenAI. You will be a founding member of the Forecasting pillar within Strategic Finance Data Science, working with Python, SQL, and PyTorch to drive real-time decisions. Collaborating with product, engineering, and finance leaders, you will own the end-to-end modeling lifecycle and translate technical outputs into strategic recommendations. This role offers the chance to shape foundational forecasting capabilities in a high-impact, AI-driven environment.
What You'll Do7
- 1Build statistical and machine learning models to solve forecasting needs across product, finance, infrastructure, and GTM domains.
- 2Own the end-to-end modeling lifecycle, including scoping, feature engineering, model prototyping, experimentation, deployment, and monitoring.
- 3Develop production-ready, interpretable forecasts for user growth, monetization, compute load, and customer lifetime value using Python and PyTorch.
- 4Contribute to self-service forecasting tools and internal platforms, enabling cross-team access to real-time predictions.
- 5Research and evaluate emerging forecasting techniques such as TimeGPT, causal forecasting, and hybrid approaches.
- 6Drive strategic insight generation by translating technical outputs into business-aligned recommendations for executive stakeholders.
- 7Collaborate with product managers, researchers, and finance leaders to integrate forecasts into planning and experimentation workflows.
Requirements7
- 17+ years of applied data science experience, with deep hands-on expertise in forecasting or predictive modeling.
- 2Advanced degree (MS or PhD) in a quantitative field such as Statistics, Computer Science, Economics, or Operations Research.
- 3Expertise in time-series forecasting techniques and understanding of model trade-offs across performance, explainability, and scalability.
- 4Proficiency in Python and SQL, with experience using scikit-learn, PyTorch or TensorFlow, and forecasting libraries.
- 5Demonstrated experience with model monitoring, debugging, and long-term maintenance in production environments.
- 6Strong communication and storytelling skills, able to simplify complexity and influence executive stakeholders.
- 7Self-directed, intellectually curious, and comfortable leading ambiguous projects from 0 to 1.
Salary Insight
$230 - $385k per year
Location
Required Skills
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