Machine Learning Data Scientist - Consumer Forecasting

About the Team The Strategic Finance team at OpenAI plays a critical role in shaping the company’s long-term trajectory. We partner closely with Product, Engineering, and Go-To-Market teams to inform high-stakes decisions through rigorous data science and economic modeling. As part of our expanding Data Science function, we’re building a best-in-class Forecasting capability to drive real-time, data-driven decision-making across user growth, revenue, compute infrastructure, and more. We are developing scalable forecasting infrastructure to help us understand and anticipate business dynamics in an increasingly complex, usage-based world. Our models are foundational to planning, pricing, operational efficiency, and growth strategy - supporting key investment decisions and unlocking OpenAI’s full potential. About the Role We’re looking for a senior Machine Learning Data Scientist to lead our forecasting initiatives. You’ll 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 power critical business decisions by predicting core metrics such as DAU/WAU, revenue, LTV, compute consumption, and profitability. This is a highly cross-functional role, requiring technical excellence, strong product intuition, and business acumen. You’ll collaborate with product managers, researchers, engineers, and finance leaders to operationalize forecasting insights, influence company-wide strategy, and build foundational forecasting capabilities at OpenAI. This role is based in San Francisco, CA. We use a hybrid work model of 3 days in the office per week and offer relocation assistance to new employees. In this role, you will: - 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, enabling teams across OpenAI to access and act on real-time predictions. - Research and evaluate emerging tools and techniques in the forecasting space, such as TimeGPT, large language model extensions, causal forecasting, and 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 well-integrated into planning processes, experimentation workflows, and executive decision-making. You might thrive in this role if you have: - 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, SQL, and tools such as scikit-learn, PyTorch/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 if you have: - Experience building or scaling forecasting platforms in a high-growth company. - Familiarity with causal inference, Bayesian forecasting. - Experience building agentic decision support systems. - Passion for AI and a strong point of view on how machine learning should inform strategic decisions in fast-moving environments. About OpenAI OpenAI is an AI research and deployment company dedicated to ensuring that general-purpose artificial intelligence benefits all of humanity. We push the boundaries of the capabilities of AI systems and seek to safely deploy them to the world through our products. AI is an extremely powerful tool that must be created with safety and human needs at its core, and to achieve our mission, we must encompass and value the many different perspectives, voices, and experiences that form the full spectrum of humanity. We are an equal opportunity employer, and we do not discriminate on the basis of race, religion, color, national origin, sex, sexual orientation, age, veteran status, disability, genetic information, or other applicable legally protected characteristic. For additional information, please see OpenAI’s Affirmative Action and Equal Employment Opportunity Policy Statement https://cdn.openai.com/policies/eeo-policy-statement.pdf. Background checks for applicants will be administered in accordance with applicable law, and qualified applicants with arrest or conviction records will be considered for employment consistent with those laws, including the San Francisco Fair Chance Ordinance, the Los Angeles County Fair Chance Ordinance for Employers, and the California Fair Chance Act, for US-based candidates. For unincorporated Los Angeles County workers: we reasonably believe that criminal history may have a direct, adverse and negative relationship with the following job duties, potentially resulting in the withdrawal of a conditional offer of employment: protect computer hardware entrusted to you from theft, loss or damage; return all computer hardware in your possession (including the data contained therein) upon termination of employment or end of assignment; and maintain the confidentiality of proprietary, confidential, and non