Russia the country is both in Asia and Europe, that makes someone of Russian ethnicity born in Europe to Russian parents an Asian

That's... Not how it works lol

Russians are an East Slavic ethnic group native to Eastern Europe. Their mother tongue is Russian, the most spoken Slavic language. The majority of Russians adhere to Orthodox Christianity, ever since the Middle Ages. By total numbers, they compose the largest Slavic and European nation.

Closest you can get is calling him "Eurasian" I guess