Data Scientists: do you still get to build stuff?

Hi all,

I am currently a SWENG at one of the big 4 in Japan and enjoy building things (especially on the back end). I am considering trying to transition into a Data Scientist role, but am unsure really what the role entails. Could anyone with experience in both roles talk a bit about how they differ, or what you miss about one role or the other?

Background: I took a MOOC 'specialization' on ML and really enjoyed it. I was planning to take a 'nanodegree' on a different site and then a few more clusters of courses on DL. I found out that coursera is offering an actual MCS in Data Science through the University of Illinois.

https://www.coursera.org/university-programs/masters-in-computer-data-science

I figured since I was planning to study ML more, might as well add in stats, data mining, etc and get a degree for it (especially because I have a BA, not BS).