If the company is to be sovereign and holding their own coins, the individual should be able to construct a multi-sig wallet, send, receive and recover on the spot with whatever device they have. From there you can pose "what if" scenarios on a myriad of situations and test their skill and knowledge of key management. Kind of a "sell me this pen" moment.

Planning the actual logistics of the custody can be done over time to meet the companies needs, but you don't want someone firgutjng it all ourlt as they go. Otherwise they should have normal CFO type skills that would be expected of the roll.