Stand-alone novel(ette) by Bernard Cornwell, that takes place after The Napoleonic Wars: it's 1817 or thereabouts, London, and many of the soldiers who survived Waterloo have fallen on hard times.

Rider Sandman is one such.

With his father having committed suicide to avoid family debts, and with Sandman forced to sell his commission and give up the woman he loves, he takes a job as an investigator: initially meant to 'prove' (by force, if needs be) a condemned mans guilt, he finds himself questioning that very guilt

If I'm honest, this took me a bit to get into: it didn't quite grab me as much from the get-go as most of Cornwell's other works do. I don't know whether that was because of the prologue, describing the horrific details of a public hanging, or whether because I was expecting Sandman to be more of a Sharpe figure than he is, but once I got over the first few chapters it did grip me more and more, to the point where - at times - I almost couldn't put it down!