Still of the Night (1982) on Netflix

Dr. Sam Rice is a Manhattan psychiatrist, recently divorced, who loses a patient when George Bynum is stabbed to death. In flashbacks, Bynum is shown as a middle-aged married man who worked at Christie's, the famous auction house. He was having an affair with another employee, beautiful but elusive Brooke Reynolds. Sam learns quite a bit about Brooke during his sessions with Bynum. She is from a wealthy family but her parents are dead. Bynum hired her on an impulse, even though he had promised the job to someone else.