Any individual who aspires a career in data space shall master SQL as it is necessary for them to interact and communicate in the data language which is SQL. So, it is must for Data Engineer as well to code in advanced level in SQL.

I totally agree Rome can't be built overnight and so one shall invest some good time and energy in mastering SQL.

SQL is a part of the day-to-day activity of every Data Engineer. Nowadays, most of the crowd is moving towards SQL even through Apache Spark. Once the data is ingested, transformed through the pipelines, even to validate the data through Cloud data warehousing tools we use SQL. To apply Data quality checks as well, SQL is an integral part. So, I would say advanced level of SQL is a must. CTE, joins, window functions, Indexing, Optimisation are few of the topics that are of utmost importance.