"Data scientist" is a vague new job and you never know what tools you'll need to succeed. Lots of stuff I do at work I have never done before, but grad school was as much about learning how to learn quickly & think mathematically, as it was about learning specific models & techniques. In general, I recommend that you are able to (a) think in math and (b) code those thoughts up. Everything else you can teach yourself on the spot. But here is a giant list roughly in order of increasing complexity.

"Data scientist" is a vague new job and you never know what tools you'll need to succeed. Lots of stuff I do at work I have never done before, but grad school was as much about learning how to learn quickly & think mathematically, as it was about learning specific models & techniques. In general, I recommend that you are able to (a) think in math and (b) code those thoughts up. Everything else you can teach yourself on the spot. But here is a giant list roughly in order of increasing complexity.