So i was sent to kill an escaped criminal just outside Winterhold. The map had a marker next to winterhold so i fast travelled there. upon arriving the marker vanished and when I clicked the quest to try and get the marker agian it woudn't work. Having a general idea where the criminal was i went there. found and killed him. (this did not complete the quest.) Upon returning to Valkas he said i still had a job. So i guess i can never complete this and cannot do anymore quests for the companions due to being stuck on this one.