Investigate the suspicious millionare.
You opt to follow up on the gossip about the eccentric millionaire; it fits the tropes so well, how could you not? You learn first about his company, which deals in very non-specific technology, then about him. He owns the company, but it seems he's rarely present, often gone at odd times and for long periods. His cover is typically extreme sports and exotic sex. It all sounds about right. Maybe it's time to arrange a meeting with this guy?
Sneak in the corporate building at night to uncover his motives. Disguise yourself to enter the building and meet him in person.