What is data science? An new name for something old perhaps. Nevertheless there is something new happening. Data is being acquired in ways that could never have been envisaged 100 years ago. This is presenting new challenges, and ones that no single field is equipped to face. In this talk we will focus on three separate challenges for data science: 1. Paradoxes of the Data Society, 2. Quantifying the Value of Data, 3. Privacy, loss of control, marginalization. Each of these challenges has particular implications for data science and the interface between computation and statistics. By addressing these challenges now we can ensure that the pitfalls of the data driven society are overcome allowing to reap the benefits.