Have you setup logging for the package? You could add a script task to the For-Each Loop Container that runs a Dts.Events.FireInformation command during each loop. This could help you track the file name it finds, the number of loops it does, how long each loop takes, etc. You could also add a logging step at the end so that you know it is at least exiting the For-Each Loop container successfully.
If you find that the package is running successfully but not looping through any files at all, then you may want to test using a simpler package that reads one file only and loads it into a staging table. If that works, then go the next step of looping over all the files in the director and only importing the one file over and over again. If that works, then go the next step of changing the file connection to match the file that it finds in the For-Each Loop Container file enumerator task.
If the package isn't looping over any files and you can't get it to see even the one file you tested loading from the job, then try creating a proxy account with your credentials and running the job as the proxy account. If that works, then you probably have a permissions issue with your service account.
If the package doesn't import anything even with the proxy account, then you may want to log into the server as the service account and try to run the SSIS package in BIDS. If that works, then you may want to deploy it to the server and run the package from the server (which will really use your machine, but at least it uses the ssis definition from the server). If this works, then try running the package from the agent.