Knight, say, finally quitting day job (6)
I believe the answer is:
errand
'job' is the definition.
(thesaurus)
I can't explain the remainder of the clue.
Can you help me to learn more?
(Other definitions for errand that I've seen before include "light task" , "Delivery/collection trip" , "Job usually involving a short trip" , "Short mission -- ran red (anag)" , "Mission usually for others" .)