He'll give you a name, Niranye, that he prised from the murderer before killing him. Torsten wants the locket back and revenge on the people behind the murder. He has already tracked down her killer and dealt swift justice, but not before learning about the formation of a new, rival Guild. Talk to Torsten, and he'll tell you that the faction killed his daughter and stole her silver locket.
He can be found wandering both inside and outside the city walls. Travel to Windhelm and speak to Torsten Cruel-Sea. Delvin explains that he has received word from a friend in Windhelm of a rival faction of thieves setting up shop. Once you've completed five additional jobs in the city of Windhelm, speak to Delvin at the Ragged Flagon to receive a 'special job'.
Find out the mission details from Torsten Cruel-Sea in Windhelm.The banner of the Summerset Shadows in Uttering Hills Cave