Isn't Vayne a little bit pissed that Lucian just came and snatched her job?

Vayne hunts black magics. Lucian hunts undead. They will both kill any evil they come across, being demacians, but they have different primary targets (unless necromancy happens).

I remember in Lucian's Lore Q&A that while they may be similar in job, their attitudes were different. (At least before Senna died.) They said Vayne was more like Batman, in that she was more ruthless. She'd burn a whole town down to get rid of one monster. Lucian was more Superman-esque. Kind, always willing to help....until his wife died.

why would she be pissed?If anything she would be glad that there are others who have the same goal,thus essentially helping her with her work.

Vayne's actually a criminal in Demacia's eyes. She acts on her own terms, not on anyone else's. Lucian was a part of a group with his wife that hunt the undead. Vayne's hunting down those who have ties to the witch who killed her family and ruined her life. Lucian does it because he thinks it's the right thing to do.

Actually he failed her job.

He went to SI to be obliterated and went away with his tail between his legs and now spends his days shooting at tin cans.