This question helps your interviewer to gauge whether you understand your role in your current job, and how your efforts contribute to the goals of the organisation.

For example:

The company I currently work for publishes an annual report of KPIs relating to the goals they hope to achieve that year. I extract the company goals that are relevant to my department and break them down into weekly objectives. I then use these objectives to ensure that my team is constantly contributing to the overall goals of the organisation.