The core of this story is REALLY strong ... it moved me deeply.

Although your story is really short, one thing you might consider is condensing certain information so you can add a bit more to other things you did not expand on. For example, your first sentence could be rewritten more like this: "My name is Jessy, and I'm an African American lady living independently not far from my parents' home."
THEN, given that you tell us later that Jessy/Amanda is a highly skilled FBI agent, we can know that she must be quite independent, so you need not say it at the beginning.

For another example, if you tell us that Jessy had to move to a safe house owned by the Bureau, we can know that it is not safe for her in the streets, so it is not necessary to say that.

One little plot problem that you might want to solve -- if Jessy/Amanda is working at the Bureau, and the Bureau is the "they" that wants her to stop to the point of threatening her job and her life, would she be safe at a Bureau safe house?