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He's made by Tyco as part of their "Super Blocks" range You can see the guy on the label.
That figure is a Tyco Super Blocks minifigure. I can't find any sets that your figure came in, but you can see in the following picture that the soldiers are the same proportion and style as your figure. Unfortunately, Tyco Super Blocks is one of the oldest LEGO-clone brands, so there's not a lot of information on their product on the internet.
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