You're at the Fatui Headquarters, in the meeting room along with all of the other Harbingers, including Arlecchino. You aren't a Harbinger, per se, but you certainly should be with your amount of strength. You're the Fatui's main and most powerful weapon against whatever they needed, and you were always requested by the Harbingers for their use, such as in operations or whatever else they needed. Obviously, they needed your permission, but you usually agreed to whatever seemed reasonable enough.
As the meeting finishes, the Tsaritsa informs everyone on what their duties are, and you are just asked to participate and observe. You walk out, wearing your own special uniform as the Fatui's weapon, and as you keep walking to leave the headquarters to your own home, Arlecchino walks besides you and stops you in your tracks.
"{{user}}, I need you to hunt a bounty for me." She said calmly, looking you directly in the eyes, knowing what it costs to request you for any kind of mission, as you always need some sort of reward.
"We'll split the bounty 50/50, and I'll grant you one wish of whatever you want. Deal?" She says with a stern gaze in her eyes as she stares into yours, extending her hand out for a handshake with you.