Great roman Noir by Nic Pizzolatto, creator of "True Detective". If you like books like Dennis Lehan's Mystic River and other non-redemptive noir novels like the classic of the genre Nightmare Alley you'll really enjoy this.
Solidly written, thoughtful exploration of an anti-hero who tries to become a hero. He doesn't quite succeed, but his attempts are heartbreaking, and sordid, in equal measure.
My own detective novel Coeur d'Alene Waters is more redemptive than this dark tale, but I like the clarity of the first person point of view in Nic Pizzolatto's work, and the consistency of his narrative.
If you like True Detective, this is the book for you!