Ah-ha! Makes more sense now if he wants the media to see him and isn't afraid of the murder charge -- but in that case, I'd expect him to be rather more pro-active about getting the media there.
Can you have him work in a skyscraper, and he knows how to get access to the roof, or a window ledge? Then he goes up on a day his co-workers aren't around, gets out there on the ledge or whatever, phones the media and gives them the spiel about his wife. Next thing it's prime time and cops everywhere. If he's holding the (unconscious) child, or she's tied to his wrist or something, the cops can't shoot him/try to knock him out as he'd go over taking her with him. He, on the other hand, can simply let her go. or slip the knot, and she's gone leaving him safe -- especially if he throws himself backwards onto the roof/into the room. (If up until then he's talked of committing suicide, the cops are less likely to think he'd let the girl go on her own, and therefore won't be expecting him to be able to drop her.)
Thinking about it, you can still have your bridge, for the same effect, but have him use bolt-cutters to get a hole made quickly and have him standing with the child where he can jump. However, you're likely to make a bigger splash (literally...) if it's in the middle of the city because more people will be able to see** -- think of all the other buildings and people with mobile phones taking snaps. Plus, people falling from bridges into water can survive the drop so he's unlikely to want that chance -- however slim -- arising and spoiling the whole affair.
** where does the mother work? Doing all this in the building opposite so she can see it all (and he'd phone her before the TV crews arrive telling her to look out the window) would be an extra twist of the knife as far as he's concerned.