You might be thinking of the Kezankians, who are tribesmen of the Kezankian mountains. Kozaks are steppe raiders. A good definition of the kozaks can be found in The Devil in Iron.
Robert E. Howard said:
On the broad steppes between the Sea of Vilayet and the borders of the easternmost Hyborian kingdoms, a new race had sprung up in the past half-century, formed originally of fleeing criminals, escaped slaves, and deserting soldiers. They were men of many crimes and countries, some born on the steppes, some fleeing from the kingdoms in the west. They were called Kozak, which means wastrel.
Dwelling on the wild, open steppes, owning no law but their own peculiar code, they had become a people capable even of defying the Grand Monarch. Ceaselessly they raided the Turanian frontier, retiring in the steppes when defeated.