No. Honestly, no. Do it because you think it's interesting. Very few companies do deep learning (Google, Facebook, and Microsoft come to mind - it might be useful if you work at these companies already). That number will undoubtedly grow, but the vast majority of ML/data science positions deal with stuff like linear regression, PCA, logistic regression, decision trees, random forests, maybe svms/boosting if you want to get fancy. Take an ML survey course like Andrew Ng's course to learn about these. Also basic statistics/probability.