Are there any useful skills to find data in financial positions such as investment banking, research and consulting?

Excel, VBA and reptiles. If you want to do a good job of data, you should not only find the data, but also clean up and analyze it. So I didn't just give a magic weapon to find data, but gave a set.

Excel is by far the simplest and most convenient data processing method. You must master it from four operations to various statistical analysis, matrix operations and linear programming. There are a lot of online materials, so I won't go into details here.