I always say that working with data is great, because you get to know so many industries: finance, marketing, logistics, hr etc

Both of them are important. I've only been in situations where I had the tech part and the industry was new for me. 

Without industry knowledge but great tech knowledge:

You will understand all data processess, data transformations, dashboards, sql queries, but you will be left with a few questions:

1. Why do elements x,y,z get included in the filter, but not a,b,c?
2. What is the purpose of this report? What insights are they using from it, what are the expectations?
3. Why are those tables joined the way they are? What is the business logic and the business need behind it?
4. What are the business specific rules I need to follow when I write code, do analysis etc?
5. What is the culture like?

Luckily, business knowledge can be acquired with the help of other collegues, even if they do not work with data or within IT. By talking to them, you can put the pieces together and understand the business a bit better with each meeting.

With industry knowledge but with small ammounts of tech knowledge.

In this case, hope for the following:

1. You have a team around you, who can help you get up to speed with the softwares, tools and technologies the company uses.
2. You were mainly hired for your knowledge  about the industry (to give insights) and you are given enough time to accumulate tech knowledge on the job. (provided you did not lie on the interview and there was no tech test)
3. The person who did this job before you is still within the company (in a new role) and it is willing to teach you some tech.
4. You are given enough time for studying on your own.

With great knowledge in both areas:

You are an all-star. Go ask for a huge salary or start your own consulting business.

Without any of the two factors:

What were you even thinking when applying to this job?

How I usually roll:

 I make it very clear during the interviews that the industry is new to me and I will be expecting training and teaching about the business background and the industry. I am not only an IT guy, I have a business degree too. This is used only for preventing them to box me into a typical IT nerd stereotype. If they can provide me business training which is needed it is fine, otherwise we can stop the interview and not waste each other time. On the other time, I bring the tech part, so they should have no worrires and trainings regarding that.

So far it worked.