Both women were found stabbed to death inside their apartment building in Sheepshead Bay Sunday night.
Police say Tatyana's boyfriend Nikolai Rakossi left the apartment shortly after the murders and flew to Russia.
Investigators are continuing to gather evidence in the case, but NYPD Commissioner Raymond Kelly said Wednesday that there is not yet probable cause to arrest Rakossir.
Kelly says if they gather enough evidence to arrest Rakossi, they will contact the State Department for help. He says they want to speak to him regardless.
The man was seen on security camera leaving his building with two suitcases from the apartment, and bought a one-way ticket to Moscow that arrived Monday. The bodies weren't discovered until five hours after Rakossi took off.