Russian names for most Biblical figures, early saints etc all derive from Byzantian Greek versions of the same, usually transcribed more or less phonetically to what was the closest pronunciation in Old Slavic language at the time.
Although it's not quite that simple because the original version of Cyrillic actually has a bunch of extraneous letters that are there solely to represent the distinctions in Greek; in some cases, distinctions that were themselves historical in Greek by that time even. For example, three letters for /i/: I (corresponding to iota), И (corresponding to eta), and Ѵ (corresponding to upsilon), all of which were already pronounced the same in contemporary Greek, and this carried over to Slavic languages as well.
In other cases the distinction became nativized though. E.g. Greek theta, already pronounced as /θ/ in Greek, became the Cyrillic Ѳ - but the closest they could get to pronounce it was [f], and so it came to have the same meaning as Ф, and eventually Ѳ was just dropped as unneeded. Thus e.g. transliteration of Matthew is Матфей, and a bunch of other words where most European languages have "t" or "th" sounds have "ф" in East Slavic languages: e.g. "arithmetic" is "арифметика". But then some words were borrowed into Russian from Latin as well, or from other languages that borrowed them via Latin, and so sometimes theta became /t/: "mathematics" - "математика".
Geez, you left yourselves behind. We Greeks at some point decided that 3 /i/'s are just not enough for us, so we invented some diphthongs (ει, οι) also pronounced /i/ :D
Although it's not quite that simple because the original version of Cyrillic actually has a bunch of extraneous letters that are there solely to represent the distinctions in Greek; in some cases, distinctions that were themselves historical in Greek by that time even. For example, three letters for /i/: I (corresponding to iota), И (corresponding to eta), and Ѵ (corresponding to upsilon), all of which were already pronounced the same in contemporary Greek, and this carried over to Slavic languages as well.
In other cases the distinction became nativized though. E.g. Greek theta, already pronounced as /θ/ in Greek, became the Cyrillic Ѳ - but the closest they could get to pronounce it was [f], and so it came to have the same meaning as Ф, and eventually Ѳ was just dropped as unneeded. Thus e.g. transliteration of Matthew is Матфей, and a bunch of other words where most European languages have "t" or "th" sounds have "ф" in East Slavic languages: e.g. "arithmetic" is "арифметика". But then some words were borrowed into Russian from Latin as well, or from other languages that borrowed them via Latin, and so sometimes theta became /t/: "mathematics" - "математика".