Jack is a little surpised that it's the Time Agent that gets the comment and not the aliens, but he does so love showing off how unusual and enigmatic he is that he doesn't worry about it too much. He enjoys this just as much as the Doctor enjoys the inevitable 'It's bigger on the inside!' comments.
"Time Agent, yeah," he says, with a grin. "51st century organisation formed to stop people mucking about with timelines and so on." He taps his wriststrap. "Vortex manipulator. Relatively crude but effective time travel device. When it's working, at least."