We would say 'he works outside Alexandria', or 'he works near to Alexandria' or 'he works some way from Alexandria.
The use of 'off' comes in other meanings:
I will be setting off in a minute.
I will drop off those materials tomorrow.
Off you go (telling someone to go somewhere).
The player was off-side (as opposed to on-side).
The teacher gave him a good telling off.
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