Despite the exploding importance of the Chief Data Officer, modern empirical research is scarce. To remedy this, we conduct a qualitative study of multiple CDOs, in which we interview them about their experiences and career paths, how they define the role, and the obstacles they have faced. Through these interviews, we have identified a core tension or paradox. On one hand, they rarely have decision-making power built into their position; usually they are expected to guide via counsel and persuasion. On the other hand, their career paths may not have had the same opportunities to develop these skills. In other words, more than any other C-suite position, CDOs may most need soft leadership skills and have been afforded the fewest opportunities to develop them. Through our conversations with CDOs in both the United States and Latin America, we identify the ways that they have managed this core tension and some of the solutions they have found to resolve it.