Machine Learning Data Scientist, Forecasting jobs in United States
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OpenAI · 4 months ago

Machine Learning Data Scientist, Forecasting

OpenAI is an AI research and deployment company dedicated to ensuring that general-purpose artificial intelligence benefits all of humanity. They are seeking a senior Machine Learning Data Scientist to lead forecasting initiatives, responsible for building and scaling forecasting systems that inform critical business decisions. This role involves collaboration with cross-functional teams to operationalize insights and develop scalable forecasting infrastructure.

Agentic AIArtificial Intelligence (AI)Foundational AIGenerative AIMachine LearningNatural Language ProcessingSaaS
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Growth Opportunities
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H1B Sponsor Likelynote

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

Qualification

Machine LearningTime-Series ForecastingPythonSQLStatistical ModelingPredictive ModelingModel MonitoringBusiness AcumenIntellectual CuriosityCommunication

Required

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

Preferred

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

Benefits

Relocation assistance

Company

OpenAI is an AI research and deployment company that develops advanced AI models, including ChatGPT. It is a sub-organization of OpenAI Foundation.

H1B Sponsorship

OpenAI has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (1)
2024 (1)
2023 (1)
2022 (18)
2021 (10)
2020 (6)

Funding

Current Stage
Growth Stage
Total Funding
$79B
Key Investors
The Walt Disney CompanySoftBankThrive Capital
2025-12-11Corporate Round· $1B
2025-10-02Secondary Market· $6.6B
2025-03-31Series Unknown· $40B

Leadership Team

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Sam Altman
CEO & Co-Founder
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Greg Brockman
President, Chairman, & Co-Founder
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Company data provided by crunchbase