Over the past three years Ottessa Moshfegh's short stories have been popping up in the pages of the Paris Review, and in 2014 she published "McGlue," a novella. Now with her first novel, "Eileen," she spins out her longest narrative yet. Set in 1964 in snowy New England in the run-up to Christmas, there is scant supply of festive cheer or goodwill to all men (and especially women). However, by dimming the light and having her characters skulk in the shadows, Moshfegh is able to crank up the tension and excavate the blackest recesses of the soul.

Twenty-four-year-old Eileen Dunlop spends her tawdry life with her mean-spirited alcoholic father in a town outside Boston. She is prudish and frumpy ("I wasn't a girl who turned heads"), angry and lonely. When she isn't working at a juvenile correctional facility for teenage boys, she is replenishing her ungrateful parent's gin supply, stalking a prison guard called Randy and losing herself in books "about awful things — murder, illness, death."

Just when self-pity and self-loathing threaten to engulf her, she is revived and captivated by a new member of staff at the prison. Rebecca is everything Eileen is not — confident, beautiful, glamorous — but the pair form a "dark bond." Thrilled and bemused by this first ever display of human kindness, Eileen dances to Rebecca's tune — so much so that when Rebecca takes the law into her own hands to get justice for the victim of an appalling crime, Eileen goes from being friend to accomplice.

Eileen's tale is narrated by her older self, a woman looking back on her bleak youth and dubious morals, and candidly, unrepentantly, recounting her desperate deeds. "This is the story of how I disappeared," she tells us at the outset, and we read on to learn what provoked her to run away from home and never return.

On more than one level, Moshfegh keeps her reader in the dark. Dead-end squalor, misery and iniquity prevail; even the brief spurts of humor take the form of caustic wit, such as the account of Eileen's disastrous prom, which abruptly ended "when I bit the boy's throat to keep him from reaching any farther up my dress." In addition, Eileen conceals so much from us, calling her town X-ville, devising a new name for the prison, and piling on the intrigue. What is she hiding? What devilish act did she commit?

All is revealed when, after an agonizing build-up, "that fateful Christmas Eve" arrives. Less patient readers may well have grown exasperated. This is a novel composed of long paragraphs, little dialogue and a tiny cast. However, Eileen is a compelling creation and once her slow-burning tale gathers momentum we are gripped until the explosive finale.

Moshfegh was awarded the prestigious Plimpton Prize for her short stories. On the strength of this suspenseful and disturbing novel, there should be plenty more accolades to come.

Malcolm Forbes has written for the Times Literary Supplement, the Economist and the Daily Beast. He lives in Edinburgh, Scotland.