Caldwell, 33, was handed the reins at the DW Stadium after the departure of Malky Mackay last week, and whilst Wigan are unlikely to stay in the Championship this season, Caldwell will still be hoping to lead the Latics to survival in the final weeks of the season.
Caldwell will already be planning for his first transfer window as a manager this summer, and could well turn back to Scottish football for reinforcements.
The former Celtic captain will be familiar with plenty of players north of the border, and has reportedly eyed up Rangers midfielder Ian Black as his first signing, according to the Daily Mail.
Black, 30, played for Blackburn Rovers, Inverness Caledonian Thistle and Hearts before his move to Rangers in 2012, but has played just four times under new Rangers boss Stuart McCall.
Black's contract at Ibrox expires at the end of this season, meaning he would be able to join Wigan on a free transfer if Caldwell did come calling.
Given McCall's recent team selections, it's unclear just how much Rangers would actually miss Black, whilst the opportunity to play in England may be appealing for the midfielder.