 His great-grandfather and namesake Alexander Kazembek was a prominent Russian scholar, member of the Russian Academy of Sciences and the British Royal Asiatic Society.After the October Revolution and the White Army's loss of Povolzhye and Siberia, the Kazembeks emigrated to Belgrade (where Kazembek finished high school) and later to Munich.In 1925, Kazembek graduated from Institut d'Etudes Politiques de Paris and started working at a credit union in Monte-Carlo, Monaco.