First person serves best to help the reader identify with the character, it minimises the distance between the audience and the protagonist. Is that the kind of connection you want between the reader and the antagonist as well? That's an option, so long as that's a conscious decision on your part.
Switching between several first-person POVs is done sometimes. For example, in her recent book Spinning Silver, Naomi Novik switches between several POVs (protagonists and supporting characters), all in first person. Another example is The Merlin Conspiracy by Diana Wynne Jones.
The thing to watch out for when you do such a switch is that it needs to be immediately clear who the POV is at any given moment. This can be indicated by location, by other characters addressing the character by name, etc., but is best maintained by having each POV have a distinctly different inner voice. So, each character would talk differently, think differently, see things differently. Even with all those in place, the first few times Naomi Novik switched POV, I found it a bit jarring, it took me a little tome to readjust. In first person, we expect to follow one character throughout. (Diana Wynne Jones avoided this problem by clearly labelling the parts of the story that belong to one character or the other, alternating "Alice" parts and "Bob" parts. By the time "Alice" and "Bob" meet, and the parts get labelled "Alice and Bob", the reader is sufficiently familiar with both, and accustomed to having both POVs.)
If you don't want that closeness and understanding for the antagonist that a first-person account would create, you can move to third person, as @TotumusMaximus indicates. An advantage of this approach is that the reader doesn't see everything that's going on in the anatagonist's mind, there remains a sense of mystery, a sense of "unknown" about them.