I think you're talking about "Cuestión de oportunidades", by Spanish SF writer Gabriel Bermúdez Castillo. It was translated into English as "Opportunities Galore", and published in "Terra SF: The Year's Best European SF" (1981).
This is a summary of Bermúdez' story:
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.