The Munich School for Data Science @ Helmholtz, TUM & LMU (MuDS) will train the next generation of scientists at the interface between data science and four different domain sciences: biomedicine, plasma physics, earth observation, robotics. This graduate school will strengthen the domain-driven research within the Helmholtz Association, especially by teaching data science skills in an interdisciplinary and application-oriented fashion. Our main path to achieving this is to offer joint projects, each designed by two partners, a domain-specific application partner and a methodological partner, both supervising the PhD student and therefore ensuring methodological as well as application specific education. The metropolitan region of Munich is ideally suited for this school, since the inclusion of both universities (Technical University Munich (TUM) and Ludwig-Maximilians-Universität München (LMU)) and all regional Helmholtz centers (HMGU, IPP, DLR) creates an internationally visible and highly attractive consortium at a prime location for computational sciences in Germany.