Hi there!
As you’ve mentioned, bridging the worlds of quant data, UX, and business is an ill defined space right now and there aren’t a lot of guideposts. It’s too much to expect anyone to be a master of everything, so the goal is to be somewhat T shaped, where you are strong in one or two places, but decently competent at the others. Over time and with lots of practice and exposure, you sorta round out.
What guides me is my belief that everything we learn about users is all connected into one story about “the truth”. It is often conflicted and inconsistent because different methods tend to connect to different sorts of users, but the underlying truth of “people are trying to accomplish something with your product” remains true and connects it all. If you accept assumption, then you can use signal from one side to help fill in gaps in other areas and hypothesize about hidden constructs such as intent, etc.
The specific mechanics of all the individual skills of data analysis (descriptions of X at scale), qual research(what was the intent/point of X), business (what is the biz value of X), UX (what is the relationship of users to X) etc will equip you to make sense of what is going on, but the capstone skill is the ability to pull those conflicting threads together (with help from other stakeholders) into an opinion about what needs to be done about it.
I learned a ton of these skills on the job, mostly by watching and working with people who specialized in those skills. I do a lot of “how might so-and-so approach this?” at work. Learning it all in a vacuum on your own isn’t recommended because it’s a lot of failure you need to reinvent before you get up to speed.
Luckily, data people usually need to work across all teams at many stages of development, so there is plenty of opportunity to learn how other fields handle work.
Also, don’t be afraid to have opinions about how things should be. Since you have access to data, you’re actually in the best position of anyone to prove the point using data. That’s not something most people are ever in a position to do on their own.
