But it is a little surprising that a two-time Olympic gold medallist who made a career of hurtling down hillsides and flying over ramps would now want to spend his days tallying numbers at a desk.
"It's not how much fun it is, it's how much you understand about business," Bilodeau said Tuesday after formally announcing his retirement from freestyle skiing. "I love business, economics and finance, and accountancy is a great way to understand all of it.
"I'm all about learning now. I've always thought in a four-year (cycle) and right now, that's getting my CPA designation. We'll see after that."
Bilodeau, 27, won gold in moguls at the 2010 Winter Games in Vancouver and again in Sochi last February. He chose the downtown office of the KPMG accounting multinational for his announcement.
His father is a partner at the Dutch-based firm and Bilodeau has a deal to be its ambassador, recruiting talent from across Canada, until 2017. That's when he is due to have finished his studies at Concordia University's John Molson School of Business and become a certified professional accountant.
Bilodeau was being courted by several universities but opted for Concordia when Montreal Canadiens owner Geoff Molson invited him to visit the school and meet the dean.
The university agreed to allow him a flexible schedule to fit in his training, competitions and other interests.
Even without competition, Bilodeau has a full schedule.
An old joke is that an extrovert accountant is one who looks at your shoes instead of his own when he's talking, but Bilodeau is nothing like that stereotype, even in the conservative dark suit and understated tie he wore to the office.
The Rosemere, Que., resident keeps busy with his studies, his work as a keynote speaker at conferences along with work on his foundation, which raises money to combat cerebral palsy. He is also president of the organizing committee of the 2016 Quebec Games.
"I'm very busy and I don't see my wife a lot," he said.
He also gets out to play some recreational hockey.
"I couldn't play much because of (the risk of) injuries throughout my career," he said of his hockey habit. "I did, a bit, without my coach noticing, but now I play at least three times a week.
"I'm a forward. I'm very fast on my skates. I don't have very good hands, though."
The foundation work was inspired by his older brother Frederic, who has cerebral palsy. Bilodeau dedicated his victory in Vancouver to Frederic, who then became almost as much of a celebrity as his brother.
Bilodeau brought his brother with him to recent keynote talks in Victoria and Calgary.
"It's fun, people recognize him," said Bilodeau. "He loves it and it's great for him to be in the spotlight.
"He realized that he created a bond with Canadians. It's awesome to see him having a feeling of accomplishment."
It was no secret that Bilodeau would retire from freestyle skiing. He let everyone know well before the Sochi Games. He called in the media just to "cross the T's and dot the I's. The gold medals are behind me and I'm moving on."
He went out with a bang, edging his closest rival Mikael Kingsbury of Deux-Montagnes, Que., for Olympic gold.
"Canada is so proud of Alex for his stellar career in freestyle skiing," Canadian Olympic Committee president Marcel Aubut said in a statement. "He is a born leader, a true champion, and helped Canada show the world that we are a force to be reckoned with on the moguls.
"On behalf of everyone at the COC, we congratulate Alex on his outstanding career and wish him all the best in his future endeavours."
The skier who carried on the winning tradition in the event started by Jean-Luc Brassard now hands off the task of keeping Canada on top to 22-year-old Kingsbury, who is already a three-time moguls and overall World Cup champion.
"I really hope the others will continue to push Mikael, he needs a challenge," said Bilodeau. "He needs to push the sport up to the next Olympics.
"I hope he has new things to innovate. We don't want our sport to stagnate."