A BI developer is usually somewhat of a rare breed:

* you obviously need to have some technical skills, especially SQL. If you're doing analysis/reporting on OLAP, MDX can be useful and since the release of SQL Server 2012 SSAS Tabular DAX can be needed as well. But SQL should be your top priority.

* if you're doing a lot of ETL development, .NET can be an asset. It's also useful for extending SSRS and SSIS.

* dimensional modelling alla Kimball is a must in most companies and certainly if you work with SSAS, as it is loosely based on star schema modelling (fact and dimension tables)

* business affinity: you need to relate to the business. Understand what they are doing, how they are doing it and why they are doing it. Your job is to give them insight in their data, so you need to understand the processes.

* soft skills. As a BI developer, you usually have a lot of contact with the business. So communication skills are very important.

* if you want to go deep in analytics and data mining, a strong background in mathemetics and statistics can get you a long way.