Robert McCall is a former agent with the DIA.
Former, obviously, because he has retired from that organization having, from the scant information available about him, having been with that Pentagon-based agency for a considerable number of years. What he did while employed with them is never explicitly stated but is obviously classified and dangerous.
That last part is determined by the fact that McCall, when we start following him in that first recorded adventure, is faced with some considerably deadly situations and opponents and his response is always calm, deliberate, and planned. His ability to hold in check any anxiety he might be facing is phenomenal and can only be done by having dealt with such things before and likely more than a few times.
The 'planned' is an interesting aspect to McCall's answer to a problem situation. He quickly but discretely scans his environment for all people, obstacles, and potential weaponry. He then softly mutters to himself his predicted time to resolve the situation. He resets a stopwatch feature on his wristwatch. He then executes his plan of action. Finally he compares the actual time to his prediction. It is usually off just a couple of seconds one way or the other. Of interest is the 'hmmm' that invariably escapes him but it cannot be said whether he is disappointed his guesstimate was off or pleasure it was so close.
This former Marine (he might have actually retired from that service before heading to the DIA) is African-American. He is in impressive shape for someone in his late 50's. He has no family we know about.
When we first encounter him he is employed at a large home-improvement box store during the day and spends his late-night hours, when his dreams do not let him sleep, reading in solitude at a small near-by diner.