Adding a nullable foreign key

I have two tables built like this (this is just a simplified and non-proprietary example):

Person Table
-----------
p_Id, f_name, l_name

Job Table
----------
job_Id, job_desc

I want to add a foreign key column, Persons.job_Id, that can be nullable that references Job.job_Id (the PK) The reason is, the job may not be known in advance, so it could be null. Having an "Other" is not an option.

I had this so far but I'm getting "could not create constraint".

ALTER TABLE dbo.Person  
ADD job_Id INT FOREIGN KEY (job_Id) REFERENCES dbo.Job(job_Id)