And that means that the local law enforcement officials need help at the federal level. Programs like Project Exile where the federal government intensifies arresting people who illegally use guns. And we haven't done a very good job of that at the federal level recently.
We haven't any job of that at the federal level recently.
If they "haven't done a very good job" then that means they have done a job, it just was not very good.  So to day that "We haven't any job" is therefore definitely incorrect.