Kiss of the Night - Sherrilyn Kenyon

Dark-Hunter: an immortal warrior who has traded his soul to Artemis for one moment of vengeance on his enemies. In return, they swear to spend eternity protecting mankind from the daimons and vampires that prey on them. Dark-Hunter Wulf is an ancient Viking warrior with a useful but extremely aggravating power - amnesia. No one who meets him in person can remember him five minutes later. It makes it easy to have one-night stands, but hard to have a meaningful relationship, and without true love he can never regain his soul. Then he meets Cassandra, the one woman who can remember him. However, as the princess of the cursed race Wulf is sworn to hunt, she is forbidden to him...