The term 'Data Scientist' arose fairly recently to express the specialised recruitment needs of certain well-known data-driven Silicon Valley firms. It signifies a mix of diverse and rare talents, mostly drawing from Computer Science (with emphasis on Big Data), Statistics and Machine Learning. In this talk, we will attempt to briefly survey the state-of-the-art both in terms of problems and solutions at the vanguard of Data Science. We will cover both novel developments, as well as centuries-old best practices, in an attempt to demonstrate that Data Science is indeed a Science, in the full sense of the word. This talk represents part of a seminar series that the speaker has given across the world, including Google (Mountainview), Cisco (San Jose) and Aviva Headquarters (London), and represents joint work with Professor David Hand (OBE).