Working for a company that transports documents and parcels is permissible, but if the company specialises in transporting unlawful things, such as delivering documents for Riba-based banks, or transporting alcohol, movies or music, then working for it becomes unlawful.

If your company deals with the banks in prohibited transactions, then you did well to leave this job. But you were wrong to train others on such transactions. You should have explained the Shar`i ruling. If the trainees responded positively, then praise be to Allah, and if they did not, then you have still done what is required of you.