If you haven't worked as a Data Scientist before, have a portfolio of code I can look at.
If you have, I care about how relevant your experience is to my problems, not about where you learned pandas.
I haven't hired data scientists but I've worked with them, and the best I've seen by far are the ones who can write well engineered code and who know how to use source control and unit tests.
My personal opinion is that I want software engineers with good data skills, not expert data people who are terrible at the engineering part.
After all, ever experienced data scientist will tell you that 90% of the work is building pipelines and cleaning data.
Probably a different focus, though. Most of my projects and hires are for large corporate clients, not smaller niche companies/startups.
I got my PhD about a year ago and have been retraining myself to become a data scientist when postdocs didn't happen, and I'm really not sure how to break into the market.