Rivers of London by Ben Aaronovitch

My name is Peter Grant, and I used to be a probationary constable in that mighty army for justice known to all right-thinking people as the Metropolitan Police Service, and to everyone else as the Filth. My story really begins when I tried to take a witness statement from a man who was already dead...

Probationary Constable Peter Grant dreams of being a detective in London's Metropolitan Police. After taking a statement from an eyewitness who happens to be a ghost, Peter comes to the attention of Detective Chief Inspector Thomas Nightingale, who investigates crimes involving magic and other manifestations of the uncanny. Suddenly, as a wave of brutal and bizarre murders engulfs the city, Peter is plunged into a world where gods and goddesses mingle with mortals and a long-dead evil is making a comeback on a rising tide of magic.