Alexander III
Alexander was the Tsar of Russia in the late 19th century.
According to one account, he set up the KVI after he learned of the establishment of the British Torchwood Institute by Queen Victoria. (AUDIO: The Torchwood Archive) However, according to another account, it was set up by his successor Nicholas II. (PROSE: Trace Memory)
Alexander and Victoria were behind the creation of the Committee, a group of aliens that were to appear as a threat to the two countries' respective institutions and in this way test them and exercise Earth's defences in exchange for captured technology. However, the Committee got out of hand and started invading other worlds in its own right, becoming an actual threat.
Alexander tried to solve the crisis in secret from Victoria, and was given the Last of Erebus as a token of apology from the Committee. He later gave it to Victoria as a present. (AUDIO: The Torchwood Archive)
Behind the scenes
Alexander II and Alexander III were both contemporaries of Victoria, but based on the dates, this was likely Alexander III.
He was succeeded by his son, Nicholas II.