The Shill Job

Vex has told you that a client wishes someone disappear. But the Thieves' Guild does not do things like the Dark Brotherhood and has more indirect methods of making someone disappear.

Frame the target for a crime
Vex will give you some faked evidence to plant on a target. The location will be a random home/shop in a random city. Head to the target location and wait until everyone is asleep (12–7am) before breaking in. Once you are in the place, follow the quest marker for the chest/cupboard that you need to plant the evidence in. Once its in, go back to Vex to claim your reward.

Die Denunziation