To set security levels to issues user must have access to Set Issue Security at project's Permission Scheme.
On "Add User/Group/Project Role to Issue Security level" screen you can find CRM's Security groups:
|Security Group||Users who will have access to issues||How to set|
|Company employees||Reporter's colleagues (from same company in CRM).||How to set Reporter's colleagues access to issues|
Reporter's colleagues, employees of parent company, employees of all child companies and
employees of companies which have the same parent as reporter's company
|Add Parent and Child companies attributes to CRM Company|