Tarnished: The St. Croix Chronicles by Karina Cooper.
This review for the second book in the series (Gilded: The St. Croix Chronicles) seems relevant.
Cherry St. Croix is an orphan and the heiress of her family's fortune.
While her father was not wealthy, but Cherry's guardian has managed
the estate well and Cherry will be well off when she comes of age.
Since she is not yet 21, she is under the power of her mysterious
guardian, Oliver Washmore, and her chaperone, Frances Fortescue.
Fortescue, Cherry, her maid Zylphia, and her servants Mr. and Mrs.
Booth live in the St. Croix manor house in upper London.
By day, Cherry tries to be a respectable miss in London's high society. Her father's reputation as the Mad St. Croix has turned many people against her, though, and her unconventional ways are sometimes mocked even in the newspapers. The only thing that keeps her from being shunned is the fact that Earl Cornelius Kerrigan Compton has taken an interest in her. Unfortunately, the Earl has left London without telling Cherry, and she is convinced that he was just toying with her. Her chaperone tries to convince Cherry to marry the Earl, but she has many secrets from him and she does not want to lose her independence to any man.
By night, Cherry is a Collector--a collector of bounties for money in lower London. This is dangerous work, especially for a woman, and she does her best to disguise herself as she tries to solve the mysteries her father left behind in the first book. Instead, she runs into a murderer who is savagely killing prostitutes. She tries to chase him, but he disappears into the poisonous London fog.