Fox is a member of The Fraternity. It's a secret society of assassins whose mission it is, according to Fox, is to kill on person in order to save one thousands. In Wanted, she's tasked with training new recruit Wesley Gibson for the job.
Fox: I knew your father. Wesley: My father died the week I was born. Fox: Your father died yesterday in the rooftop of the Metropolitan Building. He was one of the greatest assassins who ever lived. And the other one is behind you