Preheat oven to 375. Line a baking sheet with parchment paper.
To the bowl of a stand mixer, add flour, sugar, baking soda, and seasonings.Stir. Add cold butter and mix until combined. Add cheddar cheese so it gets coated with flour mixture before the wet ingredients are added.
Whisk together the buttermilk and egg. Turn mixer on low and gradually pour in the liquid. Mix until a ball of dough forms.
Turn out onto a floured work surface and shape into a round loaf. Place on parchment paper and slice a large "x" on the top of the loaf.
Bake 50-60 minutes until cooked through.