Hyborian Age is 12,000-10,000BC. Modern day Russians (in Conan Lore) would have been the results of mixed breeding over millennia.
The races in the character creator are just presets. You can choose Darfari for example and make them look identical to the Nordheimer preset race. So with that you can use the customization to get close enough, especially as the race has no bearing in gameplay besides being a preset.