Alex was born in Kansas City, Missouri. His father, William Graves, was a reporter for The Kansas City Star and his mother, Alexandra Graves, worked for United States Senator Nancy Kassebaum of Kansas. He attended Kansas University and the University of Southern California where he earned a BA Degree in Film Production.
Alex began his work in television directing installments of Ally McBeal, Sports Night, and The Practice.
Alex is well known for his work directing 34 episodes of the hit series The West Wing, where he served as director producer, supervising producer, co-executive producer, and ultimately executive producer. He won two Primetime Emmy Awards for his producing work on that series. He was also nominated for the Emmy for his direction of the episodes Posse Comitatus and 2162 Votes. He was awarded the Humanitas Prize for his work on the episode NSF Thurmont.
In 2006, he directed the pilot episode of The Nine for ABC, serving as an executive producer on the pilot. In 2007, he directed and executive produced the pilot, and directed several more episodes, of the drama Journeyman which aired on NBC. In 2009, Alex was asked by J.J.Abrams to direct and executive produce the pilot of the FOX scifi series Fringe. He received high critical acclaim for his work.
From 2010 to 2011, Alex was hired by Steven Spielberg to direct and executive produce the pilot of the Fox adventure series Terra Nova. The series premiered September 26, 2011. In 2010, he directed and executive produced the ABC pilot The Whole Truth for Jerry Bruckheimer. This pilot also went on to become a series. In 2011, he directed a pilot for ABC entitled Poe, a re-imagining of the life of the famed author Edgar Allan Poe, starring Natalie Dormer and Christopher Egan, which did not go to series. Alex then directed and executive produced the ABC pilot 666 Park Avenue.
In 2012 Alex directed Showtime's Shameless for John Wells before being asked by Aaron Sorkin to direct his new HBO series The Newsroom. Most recently, Alex has directed 6 episodes of HBO's Game of Thrones.