Pre-heat your oven to 375 degrees. Line a sheet pan with parchment paper.
Combine the flour, sugar, baking soda and salt in the bowl of an electric mixer with the paddle attachment. Add the butter and mix on low speed until combined.
With a fork, lightly beat the buttermilk, egg and cheese together and, with the mixer on low speed, add to the flour mixture.
Dump the dough onto a well-floured board and knead it a few times into a round loaf. Place the loaf on your sheet pan, cut an X in the top with a serrated knife and bake for 45 - 55 minutes or until a cake tester comes out clean. When you tap on the loaf, it should make a hallow sound.
Cool on a baking rack. Serve warm or at room temperature.