What's the Name of That Book??? discussion

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Kill Me If You Can
SOLVED: Adult Fiction
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SOLVED. Adult Action book about guy who finds diamonds in train station. [s]n
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Spoilers alert.
This is a book I read about 10 years ago. Set in the US.
It starts with a guy finding diamonds in a locker within a train station. He steals them and hides them.
There is another character who is ex-military and works with other ex-military people on private hire jobs. He has returned to university - I think it was to study art.
Midway through the book, one character turns to his fiance in a hotel room and you realise that both the thief and ex-military person are the same character in a fantastic plot twist.
I think one of the characters was known as The Shadow.
I was trying to explain the book to a friend and can't remember the name. I had thought it would be easy to search for, but I can't find it anywhere!
Thank you.