SQL is one of the main and mandatory skills for a Data Scientist. The data scientist needs SQL language knowledge to understand the relational databases and for exploratory data analysis for replacing missing values, finding outliers. SQL also helps to manipulate data by filtering, sorting, using aggregations.
SQL can be combined with SQLite, MySQLdb, and other programming languages like Python to complete the task effectively. SQL can manage high volumes of relational databases and can retrieve, update, alter just by simple queries.
You can watch this video on SQL for Data Science for detailed explanation: