Machine Learning Data Scientist, Forecasting

Location

San Francisco, United States

Employment Type

Full-time

Work Location Type

Hybrid

Department

Data Science

Compensation

• $340K – $500K • Offers Equity

The base pay offered may vary depending on multiple individualized factors, including market location, job-related knowledge, skills, and experience. If the role is non-exempt, overtime pay will be provided consistent with applicable laws. In addition to the salary range listed above, total compensation also includes generous equity, performance-related bonus(es) for eligible employees, and the following benefits.

• Medical, dental, and vision insurance for you and your family, with employer contributions to Health Savings Accounts
• Pre-tax accounts for Health FSA, Dependent Care FSA, and commuter expenses (parking and transit)
• 401(k) retirement plan with employer match
• Paid parental leave (up to 24 weeks for birth parents and 20 weeks for non-birthing parents), plus paid medical and caregiver leave (up to 8 weeks)
• Paid time off: flexible PTO for exempt employees and up to 15 days annually for non-exempt employees
• 13+ paid company holidays, and multiple paid coordinated company office closures throughout the year for focus and recharge, plus paid sick or safe time (1 hour per 30 hours worked, or more, as required by applicable state or local law)
• Mental health and wellness support
• Employer-paid basic life and disability coverage
• Annual learning and development stipend to fuel your professional growth
• Daily meals in our offices, and meal delivery credits as eligible
• Relocation support for eligible employees
• Additional taxable fringe benefits, such as charitable donation matching and wellness stipends, may also be provided.

More details about our benefits are available to candidates during the hiring process.

This role is at-will and OpenAI reserves the right to modify base pay and other compensation components at any time based on individual performance, team or company results, or market conditions.

About the Position

We are 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.

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, 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.

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, 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.

Nice to Have

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

We Offer

• Competitive salary range of $340K - $500K
• Generous equity
• Comprehensive benefits package
• Professional growth opportunities
• Collaborative and innovative work environment

About the Company

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.

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.

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