Establishing a conflicted character
My MC is in a dark line of work. He is an assassin.
Good start, a character in a dark line of work is assumed to be dark until told otherwise. Start with a murder; cold, ruthless and efficient murder. The character is firmly ingrained as dark in the readers mind.
He is also someone with lines he does not cross. He has been duped or coerced to do things he would not, but still holds to some standards.
Now there's some conflict. Is he a dark anti-hero content with his life or a hero waiting for redemption? Once you show the MC's humanity; mercy, compassion or a sense of guilt, readers will expect this to be a redemption story. He was dark but now is turning to the light.
The Throne of Glass series by Sarah J. Mass take this arc with an assassin in a fantasy setting. By the later books the character has lost most of what made them dark and is now a true hero rather than a dark anti-hero.
If I understand your question correctly the part you struggle with is: how to keep this character dark despite his redemptive characteristics?
Keeping them dark
To keep a character dark you need something else to make them dark beyond their line of work. This can be some character flaw, some secret to keep or a reason to reject opportunities for redemption. A truly dark character will, when give a chance to take a lighter path, choose to remain in the shadows.
Why does he continue to do this work despite the risk to his morals? Why stray so close to the line he swears he won't cross? Does he derive some sick pleasure from the risk or the thrill of the kill? Perhaps his line of work is his own compromise between his humanity and darker instincts.
I found a great article on writing dark characters that contains a lot of good tips. Among them is the following brilliant advice:
If you're aiming to create a "dark" character who will leave the audience unsettled in some way, remember: some of the best characters for this aren't the ones who leave the audience unsettled with them per se, but with themselves - because they make the audience realize that under the right circumstances, they could be those awful characters who do those horrible things.
Your MC's humanity and strict lines they won't cross are relatable, their methods are not. Keep it this way and your dark character will remain a dark character with a redemptive streak rather than a redeemed hero with a dark past.