I enjoyed Child 44
by Tom Rob Smith. Here is the synopsis via Fantastic Fiction.
How do you solve an impossible crime?
It is a society that is, officially, a haven for its citizens. Superior to the decadent West, Stalin's Soviet Union strives to be a paradise for its workers, providing for all of their needs: education, health care, security. In exchange, all that is required is their hard work, and their loyalty and faith to the Soviet State.
Leo Demidov knows this better than most. A rising, prominent officer in the State Security force, Leo is a former war hero whose only ambition is to serve his country. To defend this workers' paradise--and to guarantee a secure life for his parents, and for his wife, Raisa--Leo has spent his career guarding against threats to the State. Ideological crimes--crimes of thought, crimes of disloyalty, crimes against the revolution--are forcefully suppressed, without question.
And then the impossible happens. A different kind of criminal--a murderer--is on the loose, killing at will. At the same time, Leo finds himself demoted and denounced by his enemies, all but sentenced to death. The only way to salvage what remains of his life is to uncover this criminal. But in a society that is officially paradise, it's a crime against the state to suggest that a murderer--much less a serial killer--is in their midst. To save his life and the lives of his family, Leo must confront the vast resources and reach of the security forces with only Raisa remaining at his side, to find and stop a criminal that the State won't admit even exists.