As a security analyst, can you add to the responsibilities listed below?

- Get a computer and install a security-centric Linux
- Prepare a firewall
- Prepare a proxy server
- Run wireshark to analyze the traffic
- Start searching for vulnerabilities, and report if found, and deal with it immediately

Is it a bad idea to install both firewall and a proxy server within one Linux computer?

Is there anything else you would add to the list above?