Hector began acting immediately after high school when he auditioned for a community theater company. While in college he had roles on television shows such as New York Undercover, Third Watch, Law & Order, Law & Order: Special Victims Unit, and The Beat. After graduation, he enrolled in The Lee Strasberg Theater and Film Institute.
In 2002 Hector appeared in the movie Paid in Full. He attributes a defining moment in his career to the 2003 short film Five Deep Breaths directed by Seith Mann. With Hector in the lead role, Five Deep Breaths was an Official Selection of the Cannes, Sundance, Tribeca, and IFP Film Festivals; it went on to accumulate 16 awards.
From 2004 to 2008, Hector played Marlo Stanfield on the HBO television drama The Wire, the young, ambitious, intelligent and extremely ruthless head of the eponymous Stanfield Organization in the Baltimore drug trade. In 2016, Rolling Stone ranked him #2 of their "40 Greatest TV Villains of All Time".
Hector starred in the 2007 film Blackout with Melvin Van Peebles and Jeffrey Wright, and was featured as recurring villain Benjamin "Knox" Washington in the third season of Heroes. In 2008, Hector appeared in the film Max Payne, in which he plays the role of Lincoln DeNeuf, a Haitian crime boss.
In 2009 Hector appeared in the television movie Just Another Day, playing the up-and-coming rapper Young Eastie, who attempts to make it at all costs. In 2010, he had a role in the film Night Catches Us with Kerri Washington and Anthony Mackey. He voiced Emile-A239 (Noble 4) in Halo: Reach.
In 2014, Hector began co-starring in the series Bosch as Jerry Edgar, a detective and partner to the eponymous Harry Bosch played by Titus Welliver.
In 2017, Hector appeared on the USA drama, Queen of the South, as Devon Finch, on 2 episodes of season 2.
Hector founded Moving Mountains Inc in 2007, a non-profit Theater based organization that provides youth with year-round classes in drama, dance, vocal & film classes.
Hector helped in raising money for survivors of the 2010 Haiti earthquake.