Personality traits play an important role in shaping labor market outcomes, but the associated behaviors that lead to these differences are understudied. In this paper, we examine the returns to the Big Five personality traits as well as the mechanisms through which personality affects employment and earnings. We find conscientiousness to be a significant predictor of both employment and earnings. We further show that the association between conscientiousness and earnings operates primarily through one specific behavior, namely, higher work intensity. Additionally, we are able to rule out selection into specific job types as potential channels for the positive relationship between conscientiousness and earnings.