Machine Learning Data Scientist, Forecasting at OpenAI · LumiJobs

Responsibilities

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.
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).

Machine Learning Data Scientist, Forecasting

Responsibilities

Qualification

Required

Benefits

Company

OpenAI

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