Monte Carlo was a European beach community where Shah Ali bin Gazim owned a villa. Oscar Goldman sent Jaime there as a tutor for Gazim's son, Ishmael. While at the villa, Jaime was uncovered as an OSI agent and had to sneak back in as a dancing girl in order to save Gazim from a bomb planted by his Prime Minister, Hassam.
Oscar also visited Monte Carlo, where he was seen to be visibly distracted by scantily-clad beachgoers. To keep Oscar's mind on the mission, Jaime loudly pretended to be his daughter, reeling off a litany of parental and grandparental responsibilities that Oscar had. This, and a tiny display of bionic strength on a beach umbrella, effectively ended Oscar's chances with a couple of women that he had been ogling. (Jaime and the King)