As long as they're not a completely overblown Sue/Stu, I don't see an issue with it. Several written agents come from that background - among them Jill Greenleaf, Kelvin Talathion and Dafydd Illian. Just don't give your new agent ridiculous superpowers - or if their origins demand it, slap some strict limitations or disadvantages on them to balance things out. It's no fun if they can wander through the fic busting everything with a wave of their hand; they should still have to struggle/ get stressed/run into actual difficulty.