1) Open up Civ4Leaderheadinfos.xml
For the default installation, it will be in either:
C:\Program Files\Firaxis Games\Sid Meier's Civilization 4\Assets\XML\Civilizations
or, if you have Warlords and want to change it for that as well:
C:\Program Files\Firaxis Games\Sid Meier's Civilization 4\Warlords\Assets\XML\Civilizations
2) Use find to jump to the entry for the leader you're looking for (just search for alexander, in this case)
3) Scroll down to where you see the <traits> tag with two traits underneath.
4) Change 'em.
Edit: I tried to show an example of what it should look like, but I can't get the spaces to show up correctly. Bleh. You're looking to change something that reads
<TraitType>TRAIT_AGGRESSIVE</TraitType>
into:
<TraitType>TRAIT_INDUSTRIOUS</TraitType>
5) Play one difficulty level higher than normal if you're going with Phi/Ind, because its going to be a cakewalk.
Also: If you want to switch between this and unmodified civ, you should read some of the tutorials for modding, and put this in its own mod folder so that you don't mess with the original files (and therefore don't have to go back and restore them or reinstall to return to regular civ).