If your resume is only one job deep, add a few sections with skills/talents/etc. and throw in the names of anything you'd be prepared to back up if anybody asks you questions about it in an interview.
Some places, particularly bigger ones, will still probably bug you about the lack of an education section. Explain to them that you are confident that being self taught and having some previous professional experience you are completely qualified to do job X. They might not agree with you, if that's the case, then trust me, you didn't want that job.
That said, everything I just wrote applies primarily to software engineer roles, the Data Science crowd is going to be more of a stickler for degrees 'cause they're all old fashioned like that.
Thanks for the advice! I value experience too, but I've found that in my previous industry (actuaries/insurance), they didn't really value experience as much as exams or education. I'm glad software engineer roles are different!
What I discovered was that while my day job had prepared me well for actually doing the work, my CS degree taugh me how to interview well and get the next role up.
What I mean is, interviewers tend to focus on many theoretical topics and are looking for the "correct" answer often..some key words that they want you to utter as part of the answer.
My CS degree taught me how to talk educated about technology, algorithms, software engineering, project management etc while my job actually taught me how to do it.
My undergrad was in Economics and Fine Arts (sculpture/drawing) and my plan was to later apply to Architecture School but my programming hobby just seemed like a more wise pursuit.
You can of course get a degree in CS later in your career (you can work on a degree remotely while having a job).
There are also online courses you can take.
And you can also create some respected open source project or library in data science field which will be a solid proof of your competence in the area.
You suggested online courses - do you mean bootcamps and things like Codecademy, or actual college online courses?