Nathan Frost is an agent with the CIA.
More specifically he is attached to the Special Activities Division. Occasionally he is part of the Political Action Group which "specializes in thigs like psychological, economic, and cyber warfare". At other times he works as part of the Special Operations Group. In the later we are told, he is one of the "leave-your-dog-tags-at-home guys". While the powers-that-be liked the work he did with PAG, they also "didn't want everything [he] learned during sixty-one days of hell at Fort Benning's Ranger School to go for naught".
When we meet him initially, he has the rather odd and to him quite dull work of playing a philanthropic benefactor providing post-graduate scholarships to foreign students coming to America. The purpose behind that was to monitor these young people for either those who would want to do harm to the U.S. or who might prove useful as an asset.
The monies used for these grants is, we are told, at no cost to the average taxpayers as he and his associate had come up with an rather unique and considerably gruesome way of funding it. More on that can be learned by reading the books yourself (no spoilers).
That associate mentioned is fellow PAG operative Diana Calabrese. She is a more-than-capable operative all on her own, certainly not one that a person should want on their bad side. From her description, she is a very good looking woman who, when seen with Frost, invariably makes people wonder that she was doing with him, or how did he get so lucky.
The relationship between Calabrese and Frost is interesting and one that I am not sure if Frost has quite figured out.
- When Calabrese tells Frost she is heading out for a mission that is likely to be humdrum, he asks "You're hoping to get shot at?" to which she replies, "Well, maybe not at close range, but ..."