I want to know what the position is called of the person that leads a
traditional Scottish bag pipe band. The band leader, I believe he
carries some kind of baton.

In a bagpipe band, the leader who marches at the front of the band
carrying a baton is called the "Drum Major" or "DM." The baton is
called a "mace."

"DRUM MAJOR

The marching leader of a pipe band. The drum major marches in front of
the band and carries the mace."

Definitions of Scottish Terms: DRUM MAJOR
http://www.geocities.com/maclainelochbuie/define.html#DRUM

"Drum major. The individual with the mace at the front of a marching
band. Yells commands, leads the band. Band follows his command though
he will often take his lead from the pipe major. Abbreviated DM."

Bagpipe Journey: Dictionary
http://www.bagpipejourney.com/articles/dictionary.shtml

Here is a good explanation of the titles of various positions in a bagpipe band:

"Pipe Major (P.M., PM, P/M)
Leader of the band musically. Leader of the pipers in general. Often
band leader in full.

 Drum Major
Person with the mace at the front of a marching band. Yells commands,
leads the band. Band follows his command though he will often take his
lead from the PM.

 Pipe Sergeant
PM's right-hand man. Normally assists in tuning, teaching, etc. Fills
in when PM is absent.

 Drum Sergeant
Leader of the drum corps musically. Most often leader of the drummers
in general. Often writes all beatings and teaches. Works closely with
PM.

 Lance Corporal/Pipe Corporal
First level of supervision over 'regular' pipers and drummers.
Subordinate to any member bearing a title with the word Sergeant or
Major in it. Looks after any small jobs that the Pipe Sergeant or Drum
Sergeant have issued (or indirectly issued by the Pipe or Drum
Majors).

 Quartermaster
Responsible for the safety and accounting of the band's equipment.
Arranges orders of new supplies as necessary. Can make available to
the members a list of the minimum items and potential sources for
those items needed to be in uniform. Attends all band officer
meetings. Reports to the other officers."

Bagpipe Journey: The Piping Band Experience
http://www.bagpipejourney.com/articles/joinband.shtml

My Google search strategy: 

Google Web Search: bagpipe band leader major mace
://www.google.com/search?hl=en&q=bagpipe+band+leader+major+mace

I hope this is precisely what you need to know. If anything is unclear
or incomplete, please request clarification; I'll gladly offer further
assistance before you rate my answer.

Best regards,
pinkfreud

Traditionally, the Drum Major carries two small drum sticks in his
shoulder strap, recalling his band role as a drummer.  His mace, a
shoulder-high stick with large metal head, is used to supplement his
vocal commands, being held aloft to initiate  the command, and then
gestured to complete the command, the equivalent of the pattern for
commanding marching troops by voice alone:  "Column"  on one step to
call attention to the command; and then on the next step
"Right!/Left!" completing the command.