Gregory Grex is an agent with the United States Intelligence.
That is the name of the department we are told he works for, at least at the beginning of that first recorded adventure. Shortly after that we are told that he was "the champion trouble-shooter of the American Secret Service", so there is a bit of confusion. Since, however, United States Intelligence is used in each of the four tales we have of Grex, we will go with it.
In that first meeting, he had just finished - successfully, as always - a mission in which he obtained a copy of the formula for "the new German gas" and kept it out of the other side's reach. His boss, head of the department, is quite pleased with the result and with the man who accomplished it, telling Grex, "it's one more time that the great Grex has come through. I don't know of another man in the world who could have done it." To that Grex responds, "it's really the game that counts, Chief. The pawns aren't very important". [Not really sure what he meant by that.]
Another indicator of the esteem that Grex is held in is shown when his boss muses as Grex heads out on his next mission, "If only I had a dozen men like Grex!"
Grex is a very experience operative who has seen considerable action before we learn of him and in that time he has acquired an impressive talent for maintaining his composure. In one instance he climbs into a taxi only to see he is not alone and the other passenger has just thrust a pistol into his side with a polite but sinister apology; "Grex lounged back in the taxi" and commented "I think I've recovered from the surprise. Maybe you'd just as soon tell me what this is all about."
How much Grex makes as an operative is never mentioned and from the odd comments where and there, it is definitely not for the salary that Grex routinely puts his life on the line. I point this out because it then points to his having money from other means, likely an inheritance, since he has in his employ, and has had "for a number of years" a Filipino butler-valet-cook named Manuel. Add to that the fact that he lived in a very nice apartment in the heart of New york City.
Every great hero, it is said, needs a great archenemy to challenge his abilities and tenacity. Grex has that in the evil and dastardly and frightening Japanese spymaster/criminal mastermind, Yamasina. Though this man hails from Japan and not the more common China, he is nevertheless an epitome of a menace from the Far East out to conquer the world but having to put up with a persistent thorn in his side in the form of the intrepid Grex. The term used to describe Yamasina and his horde of bloodthirsty soldiers is the Yellowese Empire.
- Said by a bad guy holding a gun on Grex but not yet explaining why, "Suspense piques appetite".
- Said assailant menacingly quotes an old Japanese proverb: "Any soil will do to bury in".