"We have strengthened our governance capabilities and Rachel will help us continue on that journey", McMillon said Friday.
"I know the entire Department of Justice will miss her, but we join together in congratulating her on this new opportunity in the private sector", Sessions said.
This article has been updated to include confirmation from the Department of Justice, details from a department press release and information about Rachel Brand's likely temporary replacement.
Rosenstein had approved the extension of surveillance on Carter Page, a former campaign adviser for Donald Trump. She will replace Jeff Gearhart, who retired at the end of January, and will report to President and CEO Doug McMillon. Brand previously served as Assistant Attorney General for the Office of Legal Policy in the George W. Bush administration and was appointed by President Barack Obama to serve on the Privacy and Civil Liberties Oversight Board. As CNN justice reporter Katie Benner said to Wolf Blitzer on a televised phone call, "It would be naive of us not to note that the Justice Department has been in a swirl of controversy as of late, and that there are a lot of questions on who is going to stay, who is going to go, and it must be a very tense place to work". "As Associate Attorney General, she has played a critical role in helping us accomplish our goals as a Department - taking on human trafficking, protecting free speech on campus, and fighting sexual harassment in public housing".
She now oversees 13 divisions, including the department's civil, civil rights and antitrust divisions.
Associate Attorney General Rachel Brand, the third-highest ranking official at the Justice Department, is leaving for a top position with Walmart.
According to the NBC report, Brand had been telling friends during the fall that she felt overwhelmed and unsupported.