"You speak again and I will fire this into your fucking face! Understand?"
Anya is the Russian sex worker with whom Michael Dugdale has an extramarital affair. She becomes pregnant with his child and her Russian Mafia bosses blackmail him with the knowledge of the affair and resulting fetus.
Eventually the affair is revealed to Jen Dugdale, and the couple -- who cannot conceive together -- plan on adopting Anya's baby after she has given birth; however, it is revealed in S01E06 that Anya is neither Russian nor a sex worker, and has been a Network mole all along. She attempts to let her superiors know that Dugdale has given Ian the location of the Russian flu vaccine, but Dugdale knocks her out before she can make the call, killing her. It is unclear whether or not he intended to kill her, just as it is unclear whether or not she was ever pregnant, though Dugdale believes she was not (though he may just be telling himself that to assuage his own guilt.)