They mean the Caucasian Mountains. The facial type is dark (not black) skin, big nose, jet-black hair, what in this country is colloquially identified as Middle Eastern type. Nothing to do with Caucasian race designation in America. Ethnic Russians are light skinned and frequently blond-haired, not unlike Germans.
Anybody? (I'm serious; I hear it all the time and I'm tired of not knowing what it is!)
:-D