A lot of them do. But my advice is to create a portfolio and apply for an internship or an entry level job anyway. I got my first data science internship that turned into a job offer solely based on my portfolio. I hadn’t even finished my degree during this time, and got hired on a part-time basis without a degree.
There are some companies out there that are firm with their requirement of having a cs/stats background, but times are changing. Most people with quantitative degrees are unable to do the job, and self-taught data scientists are taking their place. In fact, I know a data science team head in one the the Big 4 who comes from a business background and took a Udacity nanodegree to supplement his learning. I also know people with Masters degrees in data science who are unable to code or bring any value to the table, and end up becoming tutors and teaching the subject instead.