What do you call that guy?

I'm looking for the best way to describe a guy who is up to no good, but goes around town with the swagger that he is keeping a secret from the whole world that he is up to no good. At the same time he looks as if he wants everyone to think he is a mob family member and he is conspicuously inconspicuous. I've seen, them and even known them, but I don't know what to call them, at least in a nice way.