I Ain't Afraid of Heights is a location-based challenge in Captain Scarlett and Her Pirate's Booty. To perform this challenge in Oasis, 2 treasure chests must be found on rooftops. It is worth 4 Badass Rank.
The first chest is on the top of the building behind the Quick Change station facing Kitty Kream. The second chest is on the top of a building just north of the fountain in the plaza and south of the seraph vendor.