I enjoy the concept. It has a classic 'underworld' feel to it and overall your shading skills for areas concerning the skin and underwear are decent. Great work on the slightly hidden face with jet-black lipstick, too. It gives her a mysterious, and as you say, agreeably 'noire' touch.
I would, however, advise that you smooth the outline of her form a bit better. I can tell that, just by looking at it, that the edges of her legs are rough and the brushwork looks rather wonky. The point where her legs meet as well, just above her right knee, is a little faded. These are just minor snags that could be smoothed out and would give it a cleaner look.
The way the gun has been illustrated could be improved, too. The black background and black gun do not combine very well together, and whilst I appreciate that you've paid attention to lighting and drawn on somewhat of a shine from the weapon, it still looks like it has some gaps in it. The barrel and the middle of the gun could use some work.
That said, the soft shading for the knuckles on the hands has been done very well and I compliment that.
Please do not take offence to this review. I myself am terrible at digital art from scratch, and I think once you smooth out the whole thing, it would look boss.