A resident of Montana, Sasha Montagu spent some of his career in financial management and invested in several start-up companies throughout the state. Also a property owner, Montagu has leased out some of his land for cattle grazing. During the 1990s, Sasha Montagu owned a ski shop in Whitefish, Montana.
Beyond his business endeavors, Montagu belongs to the boards of several groups. As a member of the New Sprout Foundation, he contributes to an organization that promotes the sport of surfing. This group creates mobile and web applications known as Sessions that allow surfers to write about their experiences on the waves. By involving the surfing community, the New Sprout Foundation seeks to inspire others to participate in the activity and to protect the world's oceans, coastlines, and beaches. Another important philanthropic organization for Sasha Montagu is the Alchemy Foundation. Run by his family, this entity sends money to areas of forced migration in Africa. Aside from humanitarianism, he enjoys restoring classic motorcycles; traveling to different countries; and listening to music from artists including Tom Waits, Mumford and Sons, and Frank Zappa.