Machine Learning Data Scientist - Consumer Forecasting

The role

You will lead forecasting initiatives by building and scaling robust, production-ready forecasting systems. You will develop models to predict core metrics like user growth, revenue, and compute consumption to inform business decisions.

What you will do

• Build statistical and machine learning models for forecasting needs across product, finance, infrastructure, and GTM domains.
• Own the end-to-end modeling lifecycle including scoping, feature engineering, development, deployment, and monitoring.
• 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 tools and techniques in the forecasting space.
• Drive strategic insight generation by translating technical outputs into business-aligned recommendations.
• Collaborate with cross-functional teams to integrate forecasts into planning and decision-making.

Required qualifications

• 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.
• 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.
• Self-directed, intellectually curious, and comfortable leading ambiguous projects from 0 to 1.

Nice to 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.

Benefits

• Relocation assistance

About the company

OpenAI is an AI research and deployment company dedicated to ensuring that general-purpose artificial intelligence benefits all of humanity. They seek to safely deploy AI through their products.