Marketing departments are taking an increasing number of disciplines in-house and programmatic is an obvious choice as technology enables skilled professionals to maximise the ROI and respond to instant requirements without a chain of command moving onsite to a third party. What you lose is the broader experience that an agency team has, challenging though processes and access to the innovation and creativity you find in an agency. Above all, you need to find the right talent because get in the wrong and there is no third party to blame, there is no backup or alternative sources.