E What theory do I actually need in industry? Currently I'm a | Data Scientology

E What theory do I actually need in industry?

Currently I'm at a crossroads in terms of my career. I'm in my last year of undergrad, and at this time next year I'll either be enrolled in a graduate stats program or working some data analyst job. Even if I don't get into any grad schools, I'm still planning to self-study a lot of statistics to give me deeper understanding. The problem is that the few things I know are universally useful across all of statistics (undergrad-level real analysis, linear algebra, probability theory, and linear models) are things I've already studied. Beyond that, I'm having a lot of trouble deciding what courses/topics would be most useful to me. Stochastic processes, Bayesian statistics, causal inference,... they all seem extremely important regardless of where I end up applying my statistics knowledge in industry. I'm very aware that there's always more to learn, but I'm trying to construct some vague hierarchy of topics so I know what to focus on. The only things I know for sure are

1. I'm much more interested in the inference/model selection/causality side of statistics than the ML/AI side.
2. I can always understand mathematical results/theorems in terms of their assumptions and what the theorems say, but completely understanding the theory is sometimes beyond me. To clarify what I mean by this, I'm confident that I can completely understand any undergrad-level math topic given enough time, but I'm not sure about anything higher than that (graduate-level measure theory, manifolds, algebraic topology, etc.).

I realize this is a very nebulous question, but I was wondering if anyone here could point me in the right direction in terms of the most important things to study and/or the things I might find interesting. Right now the main topics I'm considering learning are stochastic processes, Bayesian statistics, multivariate analysis, causality, and model selection.

/r/statistics
https://redd.it/rhukts