Similar experience. Did undergrad in Financial Economics which focused on econometrics and got a job as a Data Analyst. Have been learning Data Sciene over the past year and even though my manger is a PhD in econometrics and I have a coworker with an MS in stats, I'm the only one that really knows code and is pursuing what people would consider "data science."

However, in my case I think it has still been extremely good in my journey towards working in data science. I'm using data to provide insights that we sell to customers, so that's a great starting point in terms of experience.

It can be frustrating but there's also a lot of opportunity being an aspiring data scientist in a team of data analysts- it's a green field.

Nobody else on my team uses R, so when I make reports in knitR visualizing data in ggplot using the fivethirtyeight theme setting from the ggthemes package, I stand out from my colleagues that literally only use SPSS cross-tabs pasted in Excel spreadsheets to explore data. I'm developing a new data tool in D3. I'm the only one in my practice who even knows what D3 is, so I look like a wizard to management. I automate processes that were previously done manually. It has gotten me a ton of attention internally (raises and fast promotion trajectory) and has allowed me to actually affect the way our organization is using data.

It is very frustrating not having a real mentor though. But, if you have no experience, being a data analyst that has a ton of good data, even if you lack a mentor, can be a good opportunity because its a greenfield for you to apply data science techniques, and in the future it will be very easy to tell employers in interviews how your skills helped shape your organization.