Did you visit the summoner Corinna already? She should have given you a quest to free P.

P. (an assassin lady) is then in the thieves guild/Verdistis/cellar of the Ducal Inn, far east. Free her, then she returns to Corinna's house. Speak to P. again, she will then give you the dagger quest.
Kiya

Map of the thieves guild, click here
P. is in a cell far east