What do Koreans call Genghis Khan? That pronunciation/spelling seems quite Anglicised to me.
The name is 칭기즈 칸 chinggijeu kan.
Where does it come from?
The name is likely a direct transliteration from Genghis Khan's Mongolian name. According to Wikipedia, the name is pronounced as [t͡ʃʰiŋɡɪs xaːŋ] (IPA) in Mongolian, where Genghis is pretty much pronounced the same as the Korean transliteration except the final s became a 즈, which is also not uncommon among Korean transliterations. The Khan's kh is most closely imitated by the 히읗 in 흐 ( [xɯ] as opposed to [hɯ] ), pronounced as ⟨x⟩ in IPA, but apparently 흐안 would sound very awkward, so the next closest, 칸, is used instead. Arguably 한 is even closer an imitation, which is why some languages use han rather than kan.
Why does it sound anglicized?
Apparently the English name is also a transliteration. The English pronunciation is /ˈdʒɛŋɡɪs ˈkɑːn/, which if transliterated into Korean, would be more like 쟁기즈 칸, hence the Korean name is evidently more similar to the Mongolian than to the English.
Korea most likely received word of Mongols and their Khans from Chinese, rather than directly. Thus, pronunciation is based on rendering of Middle Mongolian original in Chinese and Chinese characters and then Korean Hanja,
Apparently Khan names in the past were not always what they are now, consider:
이 ‘황금의 칸’은 《고려사절요(高麗史節要)》에는 ‘금행(金幸)’이라는 이름으로 등장한다. ‘금(金)’은 누구나 아는 것처럼 ‘황금’이고, ‘행(幸)’은 앞에서 ‘도리행’의 경우에 살펴보았듯이, 옛날 한자음은 ‘캉’, 즉 ‘칸(汗=군주)’이다. 금행은 《고려사》에는 ‘우리나라 평주승 금행(今幸)’이라고 기록되어 있다. 그의 아들 함보(函普)가 바로 후일 금(金)나라를 여는 아골타의 조상이다.
If someone is confident to parse this text, please edit.