Machine Learning Data Scientist - Consumer Forecasting

AI research and deployment company building and deploying frontier AI products, including ChatGPT, Codex, and its API platform.

41 current maintainers27 active leads7 new active leads120 lead step-downs17 early lead departures
San Francisco, United States
About OpenAI

OpenAI’s mission is to ensure artificial general intelligence benefits all of humanity. It consists of the nonprofit OpenAI Foundation and OpenAI Group, a public benefit corporation governed by the Foundation.

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Skills

Candidate Availability

Required and preferred rules are kept separate and reflect the wording in the original posting.

About the Role

You will lead forecasting initiatives within Strategic Finance Data Science, building robust, interpretable and production-ready forecasting systems. You'll own the end-to-end modeling lifecycle, contribute to self-service forecasting tools, research emerging techniques and translate outputs into business recommendations while collaborating with cross-functional teams.

Requirements

  • MS or PhD in a quantitative field
  • 7+ years of applied data science experience with forecasting, predictive modeling, or marketplace systems
  • Expertise in time-series forecasting techniques
  • Proficiency in Python, SQL, scikit-learn, PyTorch/TensorFlow, and forecasting libraries
  • Experience with model monitoring, debugging, and maintenance in production
  • Strong communication and storytelling skills
  • Self-directed and comfortable leading ambiguous 0→1 projects

Responsibilities

  • Build statistical and machine learning models for forecasting needs across product, finance, infrastructure, and GTM
  • Own the end-to-end modeling lifecycle from scoping to deployment, monitoring, and explainability
  • Develop and productionize scalable, interpretable forecasts for user growth, monetization, compute load, LTV, and profitability
  • Contribute to self-service forecasting tools and internal platforms
  • Research and evaluate emerging forecasting tools and techniques
  • Translate technical outputs into business-aligned recommendations and decision frameworks
  • Collaborate with cross-functional teams to integrate forecasts into planning and decision-making

Benefits

  • Equity
  • Performance-related bonus
  • Medical, dental, and vision insurance with HSA employer contributions
  • Health FSA, Dependent Care FSA, and commuter pre-tax accounts
  • 401(k) with employer match
  • Paid parental leave (up to 24 weeks birth parents, 20 weeks non-birthing parents)
  • Paid medical and caregiver leave (up to 8 weeks)
  • Flexible PTO for exempt employees
  • 13+ paid company holidays and coordinated office closures
  • Paid sick or safe time
  • 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
  • Relocation support
  • Charitable donation matching and wellness stipends