This sounds like a great opportunity to just go build the thing they needed then offer it back to them as a service or for a licensing fee. Then you have the option to offer it to other companies as well.
You might not have access to the data sources, you might not have the context to interpret them in a meaningful, and then the company you are targeting is probably your only potential customer (or you have to cold sell to every competitor, so now you have a sales job, right?)