I'm surprised that there IS a Russian form of "Athanasius", considering the fact that "Athanasius" is not actually a very common name. I've always been rather intrigued by Russian names ending in "iy". I wish there was a pronunciation key for this. It's interesting, but preferable for a book character rather than a person, I think.
If I was anglicizing it, I would prefer to spell it Affanasie.