We analyze the value-loading problem. This is the problem of encoding moral values into an AI agent interacting with a complex environment. Like many before, we argue that this is both a major concern and an extremely challenging problem. Solving it will likely require years, if not decades, of multidisciplinary work by teams of top scientists and experts. Given how uncertain the timeline of human-level AI research is, we thus argue that a pragmatic partial solution should be designed as soon as possible. To this end, we propose a preliminary research program. This roadmap identifies several key steps. We hope that this will allow scholars, engineers and decision-makers to better grasp the upcoming difficulties, and to foresee how they can best contribute to the global effort.