Data science is an emerging discipline with a particular research focus on improving the available techniques for data analysis. While the number of data science projects is growing, unfortunately, there is a slight consideration of how a team performs a data science project. Although the existence of a repeatable well-defined process could deal with many challenges of data science projects, researches conducted in recent years indicate a convergence of the results to agile methodologies as the appropriate ones for the projects. In this paper, first, the tasks and roles of individuals in data science projects are addressed; then, some research conducted for the methodologies used in the projects are studied. The study shows that agile methodologies could resolve many issues of data science projects by increasing the communications and cooperation of the team members and investors.