I have knowledge of data analysis within a large pharmaceutical company.

I would say a major issue you would be resources: financial, infrastructure, and domain experience. Big consulting/analytics companies can afford to buy the data they analyze, they also have plug-and play dashboards and tools from all of the other large clients, and the capability to provide data products.

Call planning, sizing, sampling optimization, contracts, pricing, and R&D cover a lot of the data analysis needs.

Pharma companies are known for being somewhat archaic, using legacy systems like Oracle and SAS, so expertise in architecture and different query languages is useful. Moving data from these expensive and slow systems to more nimble systems like Hadoop and others is where the pharma companies are moving.

Predictive analytics would also be good to know. Building models that predict customer and HCP behavior is so hot right now.

Finally, a good place to start with some free data would be Medicaid data and other data from CMS https://data.medicare.gov/.