Aleksey can be found protecting his father Marius and his mother at the Small Apartment Building. He does not seem happy with this arrangement and can be overheard saying things like "Someone has to protect them. If not me, who?" and others remarks. He is exceptionally well prepared for the job of protector, evidenced by his high-end military gear.
His Mother and Father are very weak, and unlikely to survive If not for Alsekey.