A spokeswoman for the bank confirmed the one-year contract with one of the greatest players in history, but declined to disclose any particulars of the deal.
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A video of the Argentinian striker signing autographs dressed in Alfa-Bank's colors has already been circulating on Instagram for several days.
Last year, Messi, 30, made a cool $80 mln with 27 mln coming from endorsement deals, finishing third on the Forbes' list of highest-paid athletes.