The report today in the respected business newspaper Kommersant cited a source as saying Igor Sushchin worked for Renaissance Capital as a security director.
The newspaper cited Renaissance Capital as saying Sushchin's employment was ended on Thursday, the day after the US Justice Department announced its case.
The report did not say if the company knew he was an intelligence agent.
Sushchin and another of the four indicted were identified as officers in Russia's Federal Security Service.
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