Data science presents new opportunities for Africa but also new challenges. 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 in the developing world. By addressing these challenges now we can ensure that the pitfalls of the data driven society are overcome allowing to reap the benefits.