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Aspirants can work on improving their data science skills while working on another full-time job – however, it always helps if the current job is aligned to statistical, mathematical or software engineering as these are directly or indirectly linked to becoming a data scientist.
In order to implement this, there are multiple online sources, and communities wherein students can learn statistical concepts. In addition, there are online courses as well such as Udemy etc. wherein students can enrol to learn different courses and programs relate to data science. Working professionals can also refer the learning path of Board Infinity to get more details related to the same.
The Beauty of Data Science is that you can play with it almost everywhere. It’s not specific to a particular field. You just need to create some question which you can solve in your existing job role.
For an instance my ex-manager who was very excited with the data science and machine learning, created a model to predict the error rate of the program our team were writing back then to avoid manual checks. which helped him to gain experience in Data Science with real time data and improved the overall process.
My suggestion would be that you can pick something similar and start working on it as a side project.