Both of them try to peel off as much information as they can from each other.
Their entire interaction is like a chess game and the dialogue is dripping with tension.
She’s the Treasury agent paired with Bond to authorize payment for the game. They meet and have dinner on the train headed to Montenegro for Le Chiffre’s high-stakes poker game. Sharp and quick-witted, we immediately realize she’s more than one of his disposable pursuits. Our first introduction of Vesper illustrates her ability to easily counter Bond’s ego.