This one may be a bit tricky. You have already unlocked "the Immortal" for use in Chapter Select by completing the story once already, so there isn't a code to enter. Then, go to "Unlocked Acts", choose Act 3, and play as the Immortal, then select the Killer difficulty.
When you get to the area where the Russian is located, push forward the cart-looking cover as far as you can. When the enemies rappel from the ceiling, kill them. Move to the left, and push the next cart-looking cover as far forward as possible, while eliminating any rappelling enemies that may show up. Move around to the right, and go up the stairs to the right. From here, I can suggest two things. One would be to wait until the Russian fires off two shots. After the second shot, he usually jumps back into cover momentarily. Quickly jump out of cover forward and stab him. My other suggestion would be to blind fire a few times until he's distracted, then hop to the cover to the front-right of you, then hop out and stab him.