How are the job opportunities in Pune or Mumbai as compared to that in Kolkata especially IT jobs?

Jobs are generally company wise and it is difficult to pin point jobs as place wise. Still there are some industries which are crowded in some part of the country. For example in the field of general business trading of commodities even Kolkata is a good market. If you consider IT and related scopes then Bangalore, Hyderabad, and some cities in South Indian states are better destinations. At the same time in electrical goods and other such assemblies, Delhi would be a better place to search for a job. Mumbai, Pune, Thane is also good from the point of IT, some select industries and some new technologies. So this is only a general point of view and is not going to help much in job hunting so what I would suggest is that register in some of the good job portals like Naukri, Monster India, Indeed etc. This will help you to get updated about the openings especially in the area of your interest that is data analyst. Go through all the offers in these sites which match with your expectations and apply there.

Another thing is that there are some consulting agencies which charge fees but guiding in details for a career or even help in getting some job of choice. They have a lot of networking and some people are benefited by their service in this matter. You can go through more details about them and whichever appears suiting to your requirement you can register there for the help in getting a job. Do not pay any fee beforehand as we do not know how reliable they are but if you are satisfied with their services you can pay the fee later if they agree for such an offer from your side. Some of these consulting services are CFT Consulting, Kelly Services India, Reflik, Ma Foi Randstad Placement Consultants, Atheva Service, Team Lease, Covent Informatics, TVS Allegis Job Placement Consultants, Contiq Global, Genius Consultants Limited, and Adecco India.

In Maharastra, there are many IT companies both in Pune as well as in Mumbai. Opportunities are more in these two places. But we have to search with full concentration.
You can go through the website https://www.fundoodata.com/. This site will give you the names of various organisations in Pune, their contact information. etc. You can see their websites and you can send your CV to the organisations which will be suitable for your qualifications and experience. These days HR departments will see this information and follow up with the concerned in their organisation and if they feel that your CV is good for them, they will call you for an interview. The same site will give you information about the companies in Mumbai and Thane. So you will know the chances and apply.
Another method is to register your name in the job portals like naukri.com and timesjobs.com. Once you register than the sites will be sending you the details of the posts that are suitable for your candidatures. You can see the applicability and then you can forward your CV. Once in a while, you can browse these sites and search for suitable jobe.
You can go through https://www.sulekha.com/placement-consultants/pune. This will give you the various consultants available in Pune. You can contact them and send your CV to them. Some may render free service. But some are paid services. But you should accept for payment only after getting a job and after joining in it. Be careful with these people.
You can go through the following. link. You can search the jobs on this page also.

Very sorry to have heard that you have lost your job you were doing in Thane due to pandemic situation and at present you are in Kolkata having no job at this moment. This is a pandemic phase and this has affected many capable youths in securing right jobs matching their qualifications and experience. However, you have to proceed with an optimistic note and you may take the following activities so as to get an assignment of your interest -
1) There are several portals such as Naukari.com, Monster India, Times of India.com etc helping you to get a job of your interest. However, prior to applying, you have to fix your mind which type of job, you would like to persue. In case of data analytics, collect feed back from your known colleagues how best you can update your knowledge so as to get a gainful,employment.
2) There are some paid consultants offering you a job on a guarantee basis but you have to take adequate care not to pay any money in advance. They accept the money once you are employed. Some of such consultants are Genious Consultant Ltd, Kelley India, Reflik etc.
3) In case, you are interested for the job of call centres, Kolkata and Delhi are the ideal locations. You may contact some local consultants in your area.