Say you were putting the headquarters of a national law enforcement organization whose sworn officers are all sorcerers somewhere in London, Westminster, or environs, circa 1600 or so. Moving forward to the present day (for this story, which is sort-of-1901), they're still in the same location. There are a couple of hundred of them, plus administrative staff, and they range pretty widely. Also, much as with Walsingham's intelligence service, they begin unofficially, but unlike Sir Francis' boys, they fairly quickly take on a formal rank and reporting hierarchy.
Where would you put this office, and what would you call it?