Murdered wife of Parisian: malevolent figure engaged in it (9)
I believe the answer is:
desdemona
'murdered wife' is the definition.
(character in Othello)
'of parisian malevolent figure engaged in it' is the wordplay.
'of parisian' becomes 'de'.
'malevolent figure' becomes 'demon'.
'engaged in' indicates putting letters inside.
'it' becomes 'sa' (old-fashioned abbreviation for sex appeal).
'demon' inserted within 'sa' is 'sdemona'.
'de'+'sdemona'='DESDEMONA'
(Other definitions for desdemona that I've seen before include "She was killed by Othello" , "dame?" , "Wife of Othello (Shak.)" , "wronged wife" , "Victim of jealousy" .)