Senior Data Scientist (Monetary Policy)

Join Roblox as a Senior Data Scientist focused on Monetary Policy. In this role, you will build macroeconomic models, simulation frameworks, and policy mechanics to scale Roblox's virtual economy. You will analyze currency dynamics, global pricing strategies, and developer exchange policies, directly informing strategic decision-making and financial policy. You will collaborate closely with Product and Finance leadership, establish robust economic indicators, and communicate complex findings to non-technical stakeholders.

- Develop, build, and refine macroeconomic models to forecast and monitor Robux money supply, velocity, inflation/deflation dynamics, and overall virtual economy health. - Model and inform comprehensive currency exchange policies, encompassing fiat-to-Robux purchase pricing, regional purchasing power (PPP) adjustments, and Developer Exchange (DevEx) rates. - Design and run counterfactual simulations (e.g. causal inference frameworks, agent-based modeling) to evaluate the impact of proposed monetary policies, sink/faucet adjustments, and marketplace fee changes before execution.

- Proven track record working with large-scale transactional or platform data to analyze micro-level user behaviors and aggregate them into macro-level economic insights - Strong communication skills to explain complex economic trade-offs, risk scenarios, and simulation results to non-technical stakeholders in Finance and Product leadership - Deep expertise in quantitative methodologies including time series forecasting (e.g., VAR, state-space models), causal inference (e.g., synthetic control, diff-in-diff), structural macro modeling (e.g., DSGE), and counterfactual simulation techniques (e.g., agent-based modeling) - 5+ years of industry or research experience applying quantitative economic modeling, econometrics, or simulation frameworks to analyze policy, marketplace dynamics, or user behavior - Demonstrated ability to lead project areas from scratch, translating ambiguous business and policy questions into rigorous quantitative frameworks and iterative research deliverables - An Advanced Degree (MSc or PhD) in Economics, Econometrics, Quantitative Finance, Statistics, Operations Research, Physics, or a related quantitative field - Driven by strategic impact. You are passionate about informing high-stakes company decisions in complex, fast-moving environments - A deep collaborator. You understand where your skills provide differential value and complement others, and how the strengths of others complement you - Curious and truth seeking - A systems thinker