Mesh Export with Relative Pivot instead of the Scene's

Hello to everyone!
I’m relative new to Unreal and I had the need to start importing a few meshes. I use 3D Studio Max 2015 as my modelling software.

I found an issue with the pivot of the objects.

It seams that Unreal wants every mesh to be located in the 0,0,0 of the scene in order to import in with the correct pivot in the engine. This is a huge issue for me since I use Max Scenes for similar objects and want to export all of them, with each object to keep the relative Pivot it has.

Is there a way around this? If not, can we hope that this will come as an option?

If not what is the best workflow? To reset each object’s pivot to 0,0,0 and then export it?

Thanks in advance!