Hi @FrankieV, thanks for that. I’ve taken a look at that method and it seems like something easy to try. In the meantime I was able to animate the object via a similar procedure as the one described in this video (https://www.youtube.com/watch?v=t9KVZkE3gFo). What they are doing there is just driving the motion of a conveyor belt thanks to a path deform modifier, then storing the values of the animation in a global point cache modifier. Then they clear the stack and end up with the original editable poly object to which they then apply an object based point cache modifier which lets us see the animation happening in Max.
I was wondering if that could also work, as I saw from another thread (in which you’ve also replied, you are becoming my hero :P) that you suggested that method to someone else as well (Converting Point cache data to format UE4 will accept - Animation - Unreal Engine Forums). However, upon further studying it, it seems like that’s not the way to go, as I would just be exporting the vertex data and I would need to download a plugin from Epic to create normal textures to then feed into a material… so I guess I won’t be able to import an animation from an fbx if I only have point cache data?
That would mean trying what you used in that video and skinning the mesh. Just thought to post these thoughts here in case you knew how an already animated model that is using the point cache modifier can be exported 
Thanks for your time!