Rio de Janeiro is a city of missing people. Since police records began in 1993, more than 10 000 people have vanished without trace here, while human rights activists say many more disappearances have gone unreported. Recent reports in the Brazilian press suggested that at least 7 000 of these cases were related to killings carried out by drug traffickers, death squads and corrupt police officers.

Pass through the towering golden gates and you come to the reception area, where hidden guards eyeball visitors through tinted, bulletproof glass. Then come the glistening marble floors and voluptuous balconies, the 25m heated indoor pool and the gigantic underground car park, filled with dozens of top of the range cars (the majority bulletproof).

The cloakroom is a pokey, bullet-riddled bar. The security consists of motorbike-riding teenagers with assault rifles strung across their chests. But if you make it past the police checkpoints and the concrete barricades, the good news is that entry is free. And so far there has not been an art critic in sight. The heavy artillery on show might suggest otherwise but this is Rio de Janeiro’s newest, most unusual and certainly most dangerous, modern art gallery.