The DNC hired CrowdStrike, who are claiming that the Russians hacked the DNC. Fancy Bear, while it may sound all Russian and everything, is not a name that said supposed Russian hackers call themselves. Consider this, taken from an article in Esquire:

As it happened, “Fancy Bear” and “Cozy Bear” were part of a coding system (CrowdStrike co-founder Dmitri) Alperovitch had created. Animals signified the hackers’ country of origin: Russians were bears, Chinese were pandas, Iranians were kittens, and North Koreans were named for the chollima, a mythical winged horse. By company tradition, the analyst who discovers a new hacker gets to choose the first part of the nickname. Cozy Bear got its nickname because the letters coz appeared in its malware code. Fancy Bear, meanwhile, used malware that included the word Sofacy, which reminded the analyst who found it of the Iggy Azalea song “Fancy.”