The growing, but highly concentrated power of modern AI to draw insights and adapt behaviour based on massive streams of personal data is a growing source of concern for governments, industry and society in general. This technology requires a multidisciplinary approach to the governance of data and the AI it feeds and therefore needs a new generation of experts who can grapple with this problem. August 2019 sees the start of the PROTECT European Training Network that will address the research and operational challenge of AI Data Governance by developing a new multidisciplinary cohort of Early Stage Researchers (ESR). These ESR will be trained in ethics, law and knowledge engineering to understand and develop solutions to the industrial and societal governance challenges presented by the accelerating development of AI and Big Data technologies.