Connor Montrose is an agent for ... the CIA.
Notice the hesitation? It is there for the very good reason that Montrose is and then was working for the Agency. Then he most definitely was not. But since he starts that way and because who he then goes on to work for is a big nebulous, we start with that premise.
When we first meet Montrose, he is talking with a shrink for the CIA having just gone through an ordeal that required the use of a weapon. As he muses to himself at the introduction to the psychiatrist, "you party with a 9 mm Glock and you win a free trip to the shrink every time". One point to mention here is that Montrose is constantly thinking to himself, usually very sarcastic but decidedly spot-on and we are not only privy to these thoughts, they are especially enjoyable and very useful.
Back at the head session, we learn that Montrose had worked "CIA Technology Support in Langley. Then an incident where you exceeded your system security level. After which, you were downgraded and seconded to Interpol for six months". Montrose was too valuable an employee for the Agency to just throw away even when they were upset with his having seen something he should not have. So came the temporary duty with Interpol where he provided "face recognition software, tracking, bugging, and accessing computer systems". Throw in the fact that he had majored in "languages and technology" and his skill set is tailor-made for an intelligence organization.
But going back to the incident that got him moved out of Langley after he was "disciplined for accessing a restricted database", he explains only that "I was looking at flight records. And I came across something I shouldn't have seen".
That got him in trouble. And it got him watched. And when he would notice other things that he is not supposed to have noticed, it got him put on a very bad list to be on and on the run for his life. And that is when he is approached by Mr. Pilgrim and a new life and a whole lot more action and danger than before.
Mr. Pilgrim explains to Montrose that he "collects" lost souls. When asked if he was with the CIA, he cryptically replied that he "used to be. Amongst other things" but now his organization has no name. "All of our people are ex-security services or military. Those with a moral core that made them stand up against what is wrong with our country. Or good patriots who have been forced to retire before their time because they opposed the excesses of some of their operations. Which is why they became targets. They were prepared to speak up. They are people of honor and action". He goes on to say that his group acts "as a foil ... against the more zealous members of our security agencies".
So Montrose was with the CIA. Now he is not.
Interesting lines (of which there are a lot):
"I'm weapons trained. If I think I need one, I draw a weapon."
The psychiatrist at the beginning was there to "find out if I'm nuttier than squirrel s**t."
"You're madder than a box of frogs."
"First phrase I ever learned in French. Je ne regrette rien."