Gypsy holding information about killer (7)
I believe the answer is:
matador
'killer' is the definition.
(I've seen this before)
'gypsy holding information about' is the wordplay.
'gypsy' becomes 'rom' (a Rom is a member of the Roma people).
'holding' means one lot of letters goes inside another.
'information' becomes 'data' (I've seen this before).
'about' says the letters should be written in reverse.
'rom' enclosing 'data' is 'rodatam'.
'rodatam' backwards is 'MATADOR'.
(Other definitions for matador that I've seen before include "Principal bullfighter" , "he aims to get a bull" , "Ring butcher" , "One in the ring" , "paid killer" .)