Chun-Li works for Interpol in Street Fighter lore.
Chun-Li is portrayed as an Interpol officer who investigates Shadaloo and its leader, M. Bison. Her law-enforcement career gives her a role distinct from the wandering martial artists in the series: she uses international investigations, intelligence work, and combat training to pursue organized crime and uncover the truth surrounding her father's death.
She first appeared in Street Fighter II in 1991 and was the first playable female character in the main Street Fighter series. Her investigation of Bison and Shadaloo became a recurring part of her characterization across later games, animated projects, comics, and adaptations.
The answer is sometimes muddled because Chun-Li is also depicted as a police officer or investigator in particular stories and translations. Those descriptions concern her duties or presentation, but Interpol is the named international organization most consistently associated with her. Europol, Scotland Yard, and the FBI are separate real-world law-enforcement bodies and are not her canonical affiliation.