Death and the Penguin by Andrey Kurkov

Victor is depressed: his lover has dumped him, his short stories are too short, and the light has gone off in his dingy apartment. His only companion is Misha, the penguin he rescued from Kiev's Zoo, when it couldn't feed the animals anymore. Misha is the silent witness to Victor's despair, and joins in his celebration—fish and vodka—when Victor's luck seems to turn: he is commissioned to write obituaries. The weird thing is that the editor wants him to select subjects who are still alive, the movers and the shakers of the new, post-Communist society.