|Screenshot from the The O'Reilly Factor identifying guest Nils Bildt as a "Swedish Defense and National Security Advisor. "
As you can see, he is identified as a "Swedish Defense and National Security Advisor," and he was on Fox News to spread the lie that Sweden is extremely dangerous due to the influx of refuges from Muslim countries who have settled there in recent years.
As the above story from Dagens Nyheter (one of the largest Swedish daily newspapers) indicates, Bildt has no formal affiliation with the Swedish Government, and has not even lived in Sweden since 1994. Furthermore, the article is a further example of the relative shock the people of Sweden have felt since being accused by President Trump of being a hellhole due to their acceptance of refuges fleeing the chaos in Syria and the Middle East. Needless to say, most Swedes have no idea what Trump is talking about. And for O'Reilly to continue to spread this falsehood is a real stain on the media and journalism generally.
h/t to San Diego Free Press
Update: Here is another article on the same story from the Intercept.