Fiancé horny all the time

So my fiancé has a big sexual appetite. We usually have sex 1-2 times a day. I love it but he has this thing were he has to have sex right before he goes to bed or he can't sleep. What drives me crazy is I have to get up at 5:30 every morning for work and he doesn't go to bed till midnight. I'm usually in bed by 10:30. He will either wake me up to have sex or lay there and jerk off and that usually wakes me up too. I hate being woken up before my alarm goes off and when I tell him no he gets all upset and I feel like a horrible person. There are just some times I don't want it and need my sleep to function at work! Anyone else have this problem? How did you handle it?