Women and men tend to work in different occupations. Although a great deal of research has been devoted to the measurement of trends in occupation segregation by gender, very little work has focused on the underlying job choice process that generates this segregation. What makes men and women choose the jobs they do? Using employment data from the 1995 - 1998 Current Population Surveys and data on occupational injuries and deaths from the Bureau of Labor Statistics, we estimate conditional logit models of occupation choice as a function of the risk of work-related death and other job characteristics. Our results suggest that women choose safer jobs than men. Within gender, we find that single moms or dads are most averse to fatal risk, presumably because they have the most to lose. The effect of parenthood on married women is larger than its effect on married men, which is consistent with the idea that men's contributions to raising children are more fully insured than women's. Overall, men and women's different preferences for risk can explain about one-quarter of the fact that men and women choose different occupations.