Data Science is increasingly being accepted as one of the crucial technologies for the wellbeing and prosperity of nations. As Data Science can be the source and enabler of large-scale social and commercial change, finding the research challenges in Data Science is now a critical aspect for most scientific research and businesses. Data Science is also the subject of considerable investment by the Scottish Government, the United Kingdom, and the European Union. Three years ago SICSA held the inaugural meeting of their Data Science theme. It surveyed the research challenges at that time (July 2014) and found nine overarching challenges (https://www.well-sorted.org/explore/SICSADataScience). Much has changed since then, however, and in response to informal conversations with organisations such as the Data Lab , Scottish Enterprise, and EPSRC , we saw the need to refresh the Scottish Research Challenges in Data Science from the view of researchers. This document aims to provide a concise overview of what are the major Data Science research challenges over the next five years and their possible impact. We did so by collecting feedback from researchers specialised in Data Science from around Scotland and discussing the various challenges during a one-day event in Edinburgh.