When you reach Manhattan and establish a Base of Operations at the NYPO, you have the opportunity to complete the first Security before you move onto other missions. Make sure that you do so. Upon rescuing Sgt. Benitez, you'll have the option to upgrade your base's Security wing, which unlocks the Experienced Agent perk. It will award you a 10% XP boost, meaning each task you complete thereafter can yield a more substantial reward than it otherwise would.