this is my personal view and of some companies (not in India). First the domain knowledge, without domain knowledge it is quite difficult to get the foot in, if you know retail, mining, commodities with MIS reporting etc that is already a good step. Second the stats and more stats third but not as necessary as stats, you usually find people to help you in organisation data base, storage and their architecture for new projects this will help to communicate with the IT or to get budget for your team.
So taking course, check first stats what do they offer and not linked to Java or Python etc… could be with stata or SAS (SAS is good) to get the math behind models, second DB and BI from an architecture point as you know SQL.
But do not forget the domain!!!
Hope this help.