Setting up a business in a foreign country is possible, but it's an expense and a liability. Find a few reputable accounting companies that offer these type of services there and talk to all of them in terms of exactly how it works, what responsibilities and liabilities it would bring you and how much it would cost you. Ask them a lot of questions and do additional research based on their answers. At least one of the companies you approach should be a big international name, not just somebody local there. If you are going to do a lot of business, you can also consult a lawyer. I don't know what the risks are, but you should learn about them as there are always risks involved.
After you have done your research, select a good quote for the services from a provider that seems knowledgeable and reliable, not just the cheapest option.