Alex is one of the characters encountered in Searching For Truth quest. He is found hiding in a room in the Institute of Virology in Moscow. After killing the Black Wolf, you will eventually find him hiding behind a fortified metal door. He then introduce himself, telling you that he is no harm and have no gun. You can lie him by saying that his friend is fine, tell the truth that he has died, or question why his friend carry a weapon. After that, he will ask you to move out of the way so he can leave. You must choose to let him go or check his backpack. Either way, he will pull out a gun from his backpack and will trigger a battle. You have to defeat him to complete the quest.
