As a Data Scientist, you work closely together with a database expert that does all the extraction work for your Raw feed of Data, on which you will apply your domain expertise. Ideally, databases tend to become an integral part of your daily routine task. In fact, SQL was listed as the number one most in-demand technical skill.
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Databases are the sort of knowledge you pick up on the job. Working with relational databases is mainly based on logic and know-how.
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