What after theory?

Many get stuck in this phase.

There is more to data science than just math

No data science model works without domain knowledge. It is useful in making many decisions, like what features to use, interpretation of results etc. Students work on 7 different projects from various industries. This effort is of no use since you cannot generate business value without knowing an industry.

Source: becominghuman.ai

Approach

1. Gain some domain knowledge of your preferred industry like for me it was finance.
2. Connect with leaders working as data scientists in that industry.
3. Ask them what kind of projects are they working on. This would also show your willingness to work in their industry and can land you a job sooner.
4. Make 3 portfolio projects and put them on your Github profile with a properly made readme.
5. For project work, do some research on what approaches have been used for this kind of project. Then work on it and try to improve previous results by using your approach.
6. Showcase what you achieved on LinkedIn.

Your road to land your first job just got easier ;)