Rene Russo plays insurance investigator Catherine Banning in The Thomas Crown Affair (1999).
Catherine is hired to investigate the theft of a Monet painting from a New York museum. Her investigation leads to wealthy businessman Thomas Crown, played by Pierce Brosnan, and gradually becomes a psychological contest shaped by attraction, suspicion, and deception.
John McTiernan directed the film, which is a remake of the 1968 movie starring Steve McQueen and Faye Dunaway. The later version changes several character details and makes the stolen artwork a Monet rather than the 1968 film's Thomas Crown target.
Russo's character is sometimes called an insurance investigator or detective in summaries, but the canonical character name is Catherine Banning. The question refers to the 1999 remake, not Dunaway's role as Vicki Anderson in the original.