Athena S3 access permissions

I am trying to follow the notebook here to create a AWS Athena database, fill it with data from Amazon reviews and execute a query.

https://github.com/data-science-on-aws/data-science-on-aws/blob/oreilly-book/04_ingest/03_Register_S3_TSV_With_Athena.ipynb

Creating a database and table works but querying fails. I have added the "AmazonAthenaFullAccess" permissions to my AmazonSageMaker-ExecutionRole but it seems that I am missing something. The S3 bucket where the data resides is a private bucket created earlier in the tutorial.

Below is a minimal code example and the error message. Thanks in advance.

print(statement)
SELECT * FROM dsoaws.amazon_reviews_tsv
    WHERE product_category = 'Digital_Software' LIMIT 100

df = pd.read_sql(statement, conn)
df.head(5)

/tmp/ipykernel_361/2446512133.py:1: UserWarning: pandas only supports SQLAlchemy connectable (engine/connection) or database string URI or sqlite3 DBAPI2 connection. Other DBAPI2 objects are not tested. Please consider using SQLAlchemy.
  df = pd.read_sql(statement, conn)
---------------------------------------------------------------------------
OperationalError                          Traceback (most recent call last)
File /opt/conda/lib/python3.10/site-packages/pandas/io/sql.py:2262, in SQLiteDatabase.execute(self, sql, params)
   2261 try:
-> 2262     cur.execute(sql, *args)
   2263     return cur

File /opt/conda/lib/python3.10/site-packages/pyathena/cursor.py:121, in Cursor.execute(self, operation, parameters, work_group, s3_staging_dir, cache_size, cache_expiration_time, result_reuse_enable, result_reuse_minutes)
    120 else:
--> 121     raise OperationalError(query_execution.state_change_reason)
    122 return self

OperationalError: com.amazonaws.services.s3.model.AmazonS3Exception: Access Denied (Service: Amazon S3; Status Code: 403; Error Code: AccessDenied; Request ID: 0GPA67ZPRGW096F1; S3 Extended Request ID: DMtFNEmNnRrWK38OHGNMHc8v60/yT0rxQP6TKuAxZ7StgJKvvBJ4tb1Utxnz4PvDcgdwKMbusmQ=; Proxy: null), S3 Extended Request ID: DMtFNEmNnRrWK38OHGNMHc8v60/yT0rxQP6TKuAxZ7StgJKvvBJ4tb1Utxnz4PvDcgdwKMbusmQ= (Bucket: data-science-on-aws, Key: amazon-reviews-pds/tsv/amazon_reviews_us_PC_v1_00.tsv.gz)

During handling of the above exception, another exception occurred:
[...]

DatabaseError: Execution failed on sql: SELECT * FROM dsoaws.amazon_reviews_tsv
    WHERE product_category = 'Digital_Software' LIMIT 100
com.amazonaws.services.s3.model.AmazonS3Exception: Access Denied (Service: Amazon S3; Status Code: 403; Error Code: AccessDenied; Request ID: 0GPA67ZPRGW096F1; S3 Extended Request ID: DMtFNEmNnRrWK38OHGNMHc8v60/yT0rxQP6TKuAxZ7StgJKvvBJ4tb1Utxnz4PvDcgdwKMbusmQ=; Proxy: null), S3 Extended Request ID: DMtFNEmNnRrWK38OHGNMHc8v60/yT0rxQP6TKuAxZ7StgJKvvBJ4tb1Utxnz4PvDcgdwKMbusmQ= (Bucket: data-science-on-aws, Key: amazon-reviews-pds/tsv/amazon_reviews_us_PC_v1_00.tsv.gz)
unable to rollback