I build algorithms which learn from data automatically.
Spending some time at the computer to explore new algorithms, visualise and explore data, and understand how various things interplay. Understanding how to scale out a prototype to match organisational deployment requirements, and iterating on software builds to continue to add value.
Statistics, programming, some commercial experience to help identify opportunities, mainly focused around algorithms and computer programming.
Here's the first step for college students
Focus on statistics and programming to understand at least at some functional level how they work, and then develop an interest in solving numerical problems.