WCF and Azure: Looking for advice.

We have a somewhat unique design problem.
We have a very complex data object that has a
very long initialization time upon startup.  Due to it's complexity, the data can not be cached off into a database. 
Therefore we would like to keep the instance of the data in memory on a WCF server (Single instance, multi concurrency)
We would like to use the power of Azure to launch more instances of WCF servers as we need them.  But at the same time, we need to a static endpoint address to that virtual instance returned back to us so the client can dynamically connect to that virtual
machine over and over again as only that specific endpoint has kept the project in memory.
So basically the algorithm looks like this:
1.  <Client> Azure get me the lowest load WCF server, or create a new virtual instance of the WCF.
2.  <Azure> Okay the machine binding address you want is \\123.45.67.89
3.  <Client> Thanks.  I'll connect to 123.45.67.89 to retrieve my data.
4.  <Client> 123.45.67.89->LoadProject("Y");
5.  <Client> "TheDataWeWant" = 123.45.67.89->GetDataOnProject("Y", "RequestedDataKey")
6.  <Client> Edit "TheDataWeWant" locally.
7.  <Client> 123.45.67.89->Set Data("Y", "TheDataWeWant")
8.  <Client> Okay I'm done.  123.45.67.89->CommitToStorageAndClose()

Hi,
>>Therefore we would like to keep the instance of the data in memory on a WCF server (Single instance, multi concurrency)
If you used multiple instances, I suggest you could use azure cache (http://azure.microsoft.com/en-us/documentation/articles/cache-dotnet-how-to-use-service/
) to store your data.  
From your algorithm shown, I think you could use azure cloud service or wcf webrole. You could make your clients connect to WCF service directly (http://www.codeproject.com/Articles/188464/Host-WCF-Services-in-an-Azure-Worker-Role
) and no need to consider the address and new instances address.  When clients handled process, you could save the data into the sql database or azure storage.Hope it helps. 
Regards,
Will
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