An Olympic gold-medal winning freestyle skier, Mr. Bilodeau is now a chartered public accountant with KPMG

Alex Bilodeau, 30, of Montreal, is a chartered public accountant for KPMG. The now-retired Olympic freestyle skier became the first Canadian double gold-medal winner in moguls freestyle skiing, winning at Vancouver in 2010 and Sochi in 2014.

It is an honour for me and an achievement to have two different careers. From an early age, my parents taught me that even if I do become an Olympic champion, at the end of the day, I will still need to be working and I will need a career. I have always said, since I was young, "I am not only Alex-the-skier." I don't want to define Alex Bilodeau as an Olympic skier because I think there are so many things to be accomplished in life.

I am somebody who strives to set many objectives and goals. I am always looking for the next step and that is why I never really left school, always keeping one foot in the classroom. I finished school in June of last year with a master's degree in the CPA program.

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It is very important to give back and share your experiences. I want to be a study buddy for the new cohort writing the CPA exam next year. In the same way that someone is getting ready for a professional exam, it is not very different from getting ready for an Olympic run. You have all that stress and work that you have invested in and suddenly it is the due date and you need to perform. My skiing career brought me something very special that I can translate into various other skills. I want to share that with others, I think it's very important.

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I don't ski much any more but I do ski with family a little. People are surprised by this because they think I must ski all the time on the weekends. For me, it's really about spending more time with people. I actually enjoy more the ride up than the ride down. This is because you are talking to people. I'm exchanging great moments with people, so that's the most important part for me.

It is my motto to not have any regrets. I try to make every decision in my life without regret and without lying to myself. After Vancouver 2010, I actually did a lot of thinking about whether or not I should go on for another four years. Looking in the mirror, I thought, "If I make the decision not to compete at Sochi, will I have regrets down the road?" When I will be 65 with grandchildren, will I say to them that grandpa was once an Olympic champion and he could have won two gold medals, but he didn't try so he decided to become an accountant? They would never believe me. I also really felt that I was not the best skier that I could become. I still felt that I had more to give to the sport and felt that I could achieve more.

I wanted to compete in Sochi for the right reasons and I wanted to try something that never has been done before in my sport. I thought, whatever will happen in Sochi, whether I win or fail, I will not keep going afterward, even for a victory lap. Winning Sochi might mean signing bigger contracts, but I didn't want to do it for the money.

At the end of the day, I really felt that once I crossed that finish line in Sochi, it would be my best run I could offer to my sport, and even if I worked four more years, I would not have become a better athlete. I promised myself that I will try as hard as I can and then, at 26 years old, I can still turn around and manage another successful career.

JOHN LEHMANN/THE GLOBE AND MAIL

I have always seen an athlete as an entrepreneur. It is literally a business as athletes surround themselves with the right trainers and specialists and manage their image and their marketing. You can improve the sport and give back by having the right image for the next generation and being an inspiration for the young kids. It was very important that young athletes look at me and say, "Wow, that is so cool because that's an athlete that has a good work ethic and can translate it into something else." That is why I invest in many sports foundations that give bursaries to athletes who keep going with their studies.

With everything in life, you need balance. It's very difficult after a long day of training to focus on school. When you have been up early training in altitude, gone to the gym, gone through physio analysis, video analysis, massage therapy and a meeting with all your coaches, by the time you get dinner and get to your bed, it's 8:30 or 9 p.m. and it's a lot easier to open up Netflix or play a video game then to open up an accounting book. But the challenge teaches you a lot about balance. Athletes do have time to study; it's just demanding on the body. It is tough physically and mentally. This is why I still look up to [football player] Laurent Duvernay-Tardif, even though I am retired from sports. He has all my respect in the world for pursuing his studies in medicine. That's the role model beyond sport that I would like to portray.

JOHN LEHMANN/THE GLOBE AND MAIL

It is the best feeling in the world to go all the way to the end and say, "Check, I've done it." Millennials need to understand the importance of going all the way to the end of their goal, not just touching it, but owning it. They don't go in-depth in what they do. They want to touch a little bit of everything. I personally want to go all the way to the end of my goals.

There is a similarity between the presidents of companies and athletes at the top of their sport. The president of a company needs to stand alone as a leader and have that image, just like an athlete who is on top of that podium day in and day out. Meanwhile, you need to surround yourself with the right people to allow you to succeed. It's the same thing with a CEO: he needs to surround himself with the right people. He can't do everything.

It's all about having the right people around you. The people around me understand that I'm a Type A personality and I am someone that has an ego. I need to have the right people around me to tell me the real things.

This interview has been edited and condensed.

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