Given the wide range of sub-disciplines within data science and rapid rate of research, I don’t think it’s possible to be knowledgeable or skilled in all areas. There will always be something you don’t know or haven’t done before. But that’s not what makes someone a (good) data scientist. A skilled data scientist knows how to solve problems with ML/stats, can identify which algorithms are best-suited to that problem (including algorithms they haven’t worked with before), and is able to acquire depth of knowledge in new areas of data science.
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Data scientist working in the financial services industry
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