State laws governing the licensing of armed security personnel vary from state to state. In California, you need a "guard license" to be a security guard and a separate "armed guard" license to carry a firearm, exposed while on duty. Other states have different requirements.
As long as you have a state permit to be an armed security officer in the state in which you are working, that usually fufils the requirements. Since a company like Loomis may transport valuables across a state line, if you are expected to do this, ask for a letter from corporate counsel that explicitly says how you are covered to operate in another state. Chances are, you'll have to have a permit/license from the other state as well.