Details, as usual, will depend on local culture and jurisdiction, but in most jurisdictions, there is generally no obligation for you to actively return something (money, parcel, whatever) you received in error - usually it's enough to notify the sender. Actually, it might be a dangerous mistake to return it yourself - what if you send it to the wrong account?
So you probably have done all you had to, and can close your account without further delay. However, until the time specified by Statute of limitations or similar concept in your jurisdiction has passed (usually a few years), the company could ask you to return the money. If they do ask, be prepared to return it - so do not spend it.
My recommendation would be:
- Ask your bank about the exact local regulations surrounding erroneous money transfers: Does it cause problems for closing the account? What is the statute of limitations for asking back the money? Is there a legally mandated way to notify the sender (or the bank)? The bank will be in the best position to advise you.
- Notify your employer a final time about the money. Do it in writing, using certified mail or similar (so you have a record), and make sure to send it to the right, official address, ideally the address the company uses in its formal registration, or on official letterhead.
Then lean back and wait :-).