The Death of the Detective by Mark Smith
From the book cover:
A killer calling himself The Deathmaker is on the loose, pursued by Arnold Magnuson, a grief-stricken detective on the verge of a mental breakdown. Magnuson’s dogged investigation to find the killer, and himself, takes him deep into urban Chicago, laying bare the corrupt city and its seething soul in all its macabre, heartbreaking, and violent complexity. It’s a sprawling, utterly compelling story, widely regarded as a stunning literary achievement and perhaps the best detective novel ever written.