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.

Data scientist working in the financial services industry