In this talk we will give a very brief overview of Flipkart highlighting the major milestones in its journey so far and some latest market size numbers. We will enumerate some of the important data science challenges in an e-commerce company like ours. Finally we will cover one of the problems, demand forecasting, in some details to highlight some of our recent work: Accurate demand forecasts can help on-line retail organizations better plan their supply-chain processes. The challenge, however, is the large number of associative factors that result in large, non-stationary shifts in demand, which traditional time series and regression approaches fail to model. We propose a Neural Network architecture called AR-MDN, that simultaneously models associative factors, time-series trends and the variance in the demand.