Lois McMaster Bujold: The Vorkosigan Saga
On the backward planet of Barrayar, lord Vorkosigan is the obscure son of a famous father, given a cushy job as courier for Imperial Security because of nepotism. In the wider galaxy, the flamboyant admiral Naismith leads a mercenary company which excels in rescues and intelligence operations. Only a handful of people know that they are the same person, and that the Dendarii Mercenaries work for ImpSec.
You can start with Miles Vorkosigan's story in "Warrior's Apprentice" (also published as part of the omnibus "Young Miles"). Or you can start with his parents' story ("Shards of Honor" + "Barrayar", also published as "Cordelia's Honor") -- it has a lot of secret missions and subterfuge, but only one section of outright secret identities.