I'm speaking Russian around a coworker who doesn't understand the language
Why did you decide to speak Russian around him?
So he has no idea what I'm saying.
You don't think that's kind of rude? If you're deliberately speaking a language to someone that you know doesn't understand, that's not very nice of you. If you two understand a different language, use that one instead!
I don't give a shit.
Why not just not say anything around her instead of making a point to make her feel left out. If you don't want to talk to her, you can just wait to have conversations at another time. Your behavior is intentionally alienating her and you're not helping anyone by doing that.