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Today, data science presents immense opportunities in attaining competitive advantage, generating business value, and driving revenue streams for organizations. Data science has also significantly changed our understanding of how businesses should operate. In order to survive, it is now indispensable for a contemporary organization to adopt data science as part of its business processes. However, organizations face difficulties in managing their data science endeavors for reaping these potential benefits. This has led to the need for a comprehensive and structured model to continuously assess and improve the maturity of data science capabilities of organizations. This thesis seeks to address this problem by proposing a theoretically grounded Data Science Capability Maturity Model (DSCMM) for organizations to assess their existing strengths and weaknesses, perform a gap analysis, and draw a roadmap for continuous improvements. DSCMM comprises six maturity levels from "Not Performed" to "Innovating" and twenty-eight data science processes categorized under six headings: Organization, Strategy Management, Data Analytics, Data Governance, Technology Management, and Supporting. The applicability and usefulness of DSCMM are validated through a multiple case study conducted in organizations of various sizes, industries, and countries. The case study results indicate that DSCMM is applicable in different settings, is able to reflect the organizations' current data science maturity levels and provide significant insights to improve their data science capabilities.