Wiggins is an agent with the British Secret Service.
Actually, at the time of the first adventure we have of him in such a line of work, that organization had not actually been formed. It was in the process of being created by Vernon Kell, head of counter-intelligence at the War Office. Kell had been directed, along with Mansfield Smith-Cumming, to create departments to handle growing threats to the security of the United Kingdom. Kell would handle internal security while Smith-Cumming would take care of the foreign activities; the two departments would soon be known as MI5 and MI6. When we join the activity, it is all in its infancy.
Wiggins, when we come across him as Kell approaches for his initial conversation, has recently been demobbed from the military. Money is tight as shown by the fact that he has not been able to pay his rent for a month now and he is currently in the sometime employ of rotund Tobias Leach, a fellow who ran a stable of 'bailiffs' out to collect money from around the city of London "owned to one sharker or another", getting a cut of the action. Wiggins is obviously not cut out for this line of work for while he is quite adept at tracking down the delinquent payers, he is very susceptible to their tales of woe.
When Kell approaches Wiggins and begins his pitch to bring him into the budding team, Wiggins is less than interested. "I don't do official" is his immediate response. It will take a sad turn of events to get the unwilling Wiggins to change his mind and work with Kell.
The reason for Kell's interest in Wiggins, indeed his knowledge of this young man recently returned from fighting for England in the Boer Wars, is a recommendation by a man Kell would have good reason to trust. Knowing that the patch for his nascent Department would be England and that would mean to a large degree London, Kell turned to the famous consulting detective Sherlock Holmes for advice on people to hire. And Holmes would tell him about Wiggins.
Holmes' knowledge of Wiggins comes from many years earlier when the then young lad for the unofficial leader in the gang of street urchins, or street arabs as Dr. Watson would call them, known as the Baker Street Irregulars. This group would earn money to survive by running all sort of errands for Holmes as well as tracing and tracking individuals as needed. Holmes proudly stated that they could "go everywhere and hear everything". Holmes apparently took special interest in the older Wiggins and taught him a considerably amount of his methods and processes. This will be quite evident to Kell as time goes by.