Are there any ideas about what that agency is?
It would have to be an international agency with influence in the U.S. (to get Nate cleared of his charges) and in San Lorenzo (to provide the team with entry visas when they chased after Moreau). Interpol would have been a logical assumption at first, but as Chiffa said in her comment if it was Interpol then Sterling would have been involved, and he definitely would not have been on board with letting Nate walk away.
I always figured Europol (same idea as Interpol but made up of EU countries) or the CIA. Or, the writing team just made it all up and she doesn't belong to any agency or organization that exists in real life.