Vanity is an FBI agent, and, in the words of her friend, "a damn good one."

That's because she's a Changer; specifically, she's a unicorn in human form.

As a unicorn Changer, Vanity wields her unicorn magic as part of her calling as a Federal agent. She was one of the lucky few who were imbued with magic
on that fateful day in July almost three years ago when magic suddenly appeared in the world. But while she and the other Changers Changed, they didn't really change: they remained exactly what they were, only with magic, on both sides of the law and all points in between, so while there are cops with magic, so, too, there are criminals with magic.

That's why Vanity carries a badge, a Federal badge, to protect innocent Changers and normals alike from criminal Changers. After all, that is what a good person does and what a good unicorn does, and Vanity is also a damn good person and a damn good unicorn.