How important is advanced SQL for data science?
What do you mean exactly with competitive as a data scientist? Unfortunately, many employers will have different expectations of someone they hire to be a Data Scientist, so there isn't a single answer!

In any case, I think it is a good idea to know three components to be effective with databases:


Managing a connection: how to create and connect to a database using a simply library in Python or R. This sort of workflow should look familiar to you:

import mysql
connection = mysql.connector.connect(
                 host="127.0.0.1",
                 user="mj_whales",
                 passwd="somethingsecret",
             )

query = "CREATE DATABASE my_table"
cursor = connection.cursor()
cursor.execute(query)

Getting data: understand basic syntax of a standard SQL-style query, for example: 

FROM my_table SELECT my_feature WHERE my_other_feature &gt; 0

Writing data: understand how to insert data efficiently. This will depend on the database type e.g. document database, SQL-style, InfluxDB for time-series data. 


Here is a really good introduction to databases with Python that might help you understand your current strengths and weaknesses on the subject.