This was a story I read in an anthology somewhere between 1983 and 1986, and I haven't been able to forget about it, except for the name and author. :) In the story, a man is given an option to take jobs where he is transported to an (alien) place? to perform a job, and he gets paid upon completion. The problem is that he gets greedy and begins to take jobs that are progressively more dangerous, but begin to pay huge amounts of money. In the last one in the story, he is transported to a place where he is suspended between high tension energy lines, and if one is touched the person vaporizes instantly. I don't think he made it.
As per A man takes riskier and riskier jobs (involving a transportation ring) for more money, "Cuestión de oportunidades" by Gabriel Bermúdez Castillo.
Ivan Mendoza, devastated by betting debts, goes to a company that gives opportunities: dangerous jobs in other parts of the universe where, the greater the risk, the greater the remuneration. Mr. Mendoza begins with simple tasks, but given his urgent need for money, and the increasing seduction of the secretary, Miss Hollinger, takes progressively greater and greater challenges. Finally, although he has already won the required money, and because he has a betting addiction, he accepts the biggest challenge, but unfortunately does not survive. The last scene presents the next victim, a young lady looking for opportunities, and this time she's attended by a very seductive secretary, Mr. Hollinger.
It was translated into English as "Opportunities Galore" in the 1981 Terra SF: The Year's Best European SF.