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That's his first name
Oh is it? I forgot since it's been so long. My bad
'Zhenya' is the nickname for men named Yevgeny :] because using someone's full first name is considered very stiff in Russia. His full name is Yevgeny Vissarionovich Bogdanov, but he introduced himself using the nickname Zhenya; this is detail is interesting, and it serves as the trigger for Taekjoo calling him Yevgeny for the first time...
HE CALLED ZHENYA BY HIS LAST NAME LMAOO YOU'RE FUCKED MY BOY