Robert E. Howard 
Rogues in the House (Illustrated) 

While sitting in jail, awaiting execution, Conan is offered food and escape if he takes on a job. He is to kill Nabonidus, the ‘Red Priest, ‘ a clergyman with a strong power base in the city where he’s being held.This is a short story originally released in the pulp magazine Weird Tales in January 1934.