Koschei worked for the Celestial Intervention Agency in a parallel universe.
Biography
Koschei and Ailla became stranded on Earth when Koschei's TARDIS was irreparably damaged in a battle with the Great Intelligence. His TARDIS was ruined and its central console was cannibalised by agents of the Republic of Great Britain, allowing them a means of travelling between parallel universes. The Republican Security Forces killed Ailla and British Intelligence enslaved the badly injured Koschei, imprisoning him and wiring him to their computers to forcibly extract information.
He was tortured to death several times during his interrogation, using up his remaining regenerations. After meeting himself from a parallel universe, he begged for death, to which his counterpart complied by disconnecting his life-support systems. (PROSE: The Face of the Enemy)