I teach data engineering and data science. I've taught at hundreds of companies. Yes, there are self-taught people doing data science in the real world. They're few and far between, but they are out there.
If you're coming from a programming background, I'd suggest becoming a Data Engineer with the goal of becoming a Data Scientist. I've had several students do that. They were general programmers who learned Big Data/data engineering and eventually became more technical Data Scientists. You can start to learn more about the whys here: http://www.jesse-anderson.com/2017/03/what-happens-when-you-....
I already did the the more orthodox version of the saying (http://www.jesse-anderson.com/2011/06/a-million-amazonian-mo...). Due to my non-infinite resources, I had to come up with another way of attaining the goal. The saying doesn't come with a list of rules and could be interpreted in both ways.
If you're coming from a programming background, I'd suggest becoming a Data Engineer with the goal of becoming a Data Scientist. I've had several students do that. They were general programmers who learned Big Data/data engineering and eventually became more technical Data Scientists. You can start to learn more about the whys here: http://www.jesse-anderson.com/2017/03/what-happens-when-you-....