In this mission, you learn from Andreas that a hit has been put on you and Ana by Veronica Davo. As a result, you need to flee Rio. Before this, however, you are required to do one final job for Andreas, by beating up Jaime Davo, Veronica's brother. As you already have a price on your head, beating up Veronica's brother will not make things any worse for you - or that's Andreas' reasoning, at least.
Begin by heading to the Sambadrome in search of Jaime. Once there, you will need to climb up high so that he can see you. To do this, press the sprint button and run towards the steps up the side of the arena. Raul will then automatically climb up. Keep going until you get to the waypoint at the top. You will then be confronted by Jaime, and be treated to the first melee combat in Gangstar Rio. You are automatically locked on to Jaime, so simply tap the 'shoot' button repeatedly until he falls down to complete the mission.
Reward: 500R$
With that done, Chapter One is complete.