I have no idea how hiring in this field works but I'd expect a data scientist to have a pretty good (algorithmic) programming background in this day and age. You pretty much have to "play with the data" and get a good intuition for it when it comes to gigantic data sets and programming is how you accomplish that.

Or in other words...I'd be skeptical if a candidate hadn't learned programming on their own even if it wasn't required because it's pretty much impossible to get any practical experience otherwise.