If we allow comic examples, there's no lack. For instance, in my own The Filkado, there's Dr. McKoko, the Lord High Evil Genius; but "evil" is more a job description than anything else.

In semi-serious literature, there are a few "evil magicians" in Piers Anthony's Xanth novels. I don't recall if Trent (in A Spell for Chameleon) ever referred to himself as evil (and he really wasn't), but I'm pretty sure that Yang, the evil phase of Yin-Yang in Crewel Lye, did (and was).