Data scientist light?
Business intelligence is perfect for you; you already have the business background. If you want to become a bona fide data scientist brush up on your computer science, linear algebra, and statistics. I consider these the bare essentials.

I don't know about Scandinavia, but in the U.S., data science covers a broad spectrum of tasks ranging from full-time software development to full-time data analysis, often with domain expertise required in various niches, such as experimental design. You have to decide where your strengths and interests lie to pick a position on this spectrum, and prepare accordingly. Useful activities include participating in Kaggle competitions, and contributing to open source data science libraries.