Do data scientists need to understand stochastic calculus

Answer 1

Stochastic processes are governed, in the aggregate, by the laws of probability, and to apply those laws to distributions of continuous random variables, one needs both differential and integral calculus. Calculus is also applicable to discrete distributions when either the number of variables, or the range of the variables, is infinite.

However, to describe distributions of discrete finite variables, one may not need it.

Answer 2

I say yes depending what kind of data that needs analysis. Since Stochastic Calculus is a field of analysis towards various concepts, then a data scientist would need to understand the nature of stochastic calculus. If a person does not understand, there may be some kind of training involved on the job to prepare.