Artificial intelligence (AI) has the potential to change industries across the board, yet few organizations are able to capture its value and realize a real return-on-investment. The reality is that the transition to AI and data driven analysis is difficult and not well understood. The issue is twofold, first, the necessary technology to complete such a task has only recently become mainstream, and second, most data scientists are inexperienced in their respective industries. However, with all the uncertainty surrounding this topic, one hedge fund has managed to navigate through these challenges and accomplish what many companies are failing to do: building a high-performing data science team that achieves real return-on-investment (ROI).