When designing self-organising emergent multi-agent systems (MASs), a fundamental engineering issue is to achieve a macroscopic behaviour that meets the requirements and emerges only from the behaviour of locally interacting agents. Agent-oriented methodologies today are mainly focussed on engineering the microscopic issues, i.e. the agents, their rules, how they interact, etc, without explicit support for engineering the required macroscopic behaviour. As a consequence, the macroscopic behaviour is achieved in an ad-hoc manner. This paper proposes a way to define a full life-cycle methodology based on an industry-ready software engineering process, i.e. the Unified Process, which is customised to explicitly focus on engineering macroscopic behaviour of self-organising emergent MASs. As such, the MAS paradigm is integrated into an existing and widely accepted methodology and we can systematically develop a solution that exhibits the required macroscopic behaviour.