I only saw the beginning of this film and I can't recall much about it except that it's split between two timelines: A man in 1960s Mexico who is an assassin, and his recollections of being a Hitler Youth teenage boy fighting/fleeing Russians in 1945 Germany. I think his German girlfriend was raped and killed by the Russians.
shareIt took me 2 seconds to find it on Google using your description despite never seeing it. I'm sure you can do the same. It's named after a famous band
shareMaybe "Joy Division" (2006) ?
https://www.imdb.com/title/tt0462373/
"In 1944, 14-year-old Thomas is convoked to fight in the German Army. He survives, but his town is destroyed, his family dies in a bombing and his sweetheart Melanie is raped and murdered by the Russian Army. A Commissar brings the orphan Thomas to Soviet Union, and he is sent to the military school. Years later, Thomas becomes an agent of KGB and in 1962, during the Cold War, he is assigned to work in London. Living with ghosts from the past in constant fear and paranoia, he meets the black Londoner Yvonne, who gives him the strength of joy. —Claudio Carvalho, Rio de Janeiro, Brazil"