Tech Skills Recruitment Services - Scamming job seekers with security deposit and running away

They called me for job interview and after the interview asked me some security deposit Rs. ****+****. They told there will be * month of paid training and after that you will be working in MNC company with package above *LPA. Then I went home realised this is a scam they have no company website or any online presence even their gmail id isn't an official one. They said Rs. **** is refundable during first month of training and Rs. **** isn't refundable. Later, they sent me to go for interview to particular company which is a job itself not training. I got the job and he said me he will increase my salary as they have relation to the company. Again after confirming to HR manager in the company I got the job, they don't know about that particular person. Now, I am confused how to deal with this situation and my life running in wrong direction with wrong career in my hand.