The warehouse Project Manager is responsible for any and all technical activities related to planning, designing, and building a data warehouse. Under ideal circumstances, this role is fulfilled by internal IT staff. It is not unusual, however, for this role to be outsourced, especially for early or pilot projects, because warehousing technologies and techniques are so new.
If you are starting a data warehouse initiative, there are three main things to keep in mind. Always start with a planning activity. Always implement a pilot project as your "proof of concept." And, always extend the functionality of the warehouse in an iterative manner.