I'm surprised about politician with confident self-assurance (9)
I believe the answer is:
composure
'self-assurance' is the definition.
'i'm surprised about politician with confident' is the wordplay.
'i'm surprised' becomes 'coo' (exclamation of surprise).
'about' means one lot of letters goes inside another.
'politician' becomes 'mp'.
'with' means one lot of letters go next to another.
'confident' becomes 'sure' ('sure' can be similar in meaning to 'confident').
'coo' placed around 'mp' is 'compo'.
'compo'+'sure'='COMPOSURE'
(Other definitions for composure that I've seen before include "Self-possession" , "State of calmness" , "Aplomb" , "tranquillity" , "Coolness" .)