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Secret Service Agent

Physical Danger

You're sworn to protect the president, vice president, and all of those other people of national importance. That means you put their safety above yours, and protect them with your life if necessary. And we do mean your life in the literal sense of the word, by the way. 

You should understand that before you sign on the dotted line. That's kind of the point here though—no one's going to be happy if someone attacks the president and you duck out of the way.

Although that's a great reason too. (Source)

Even in your non-protective investigative work, you're faced with criminal enterprises doing criminal things. Some of these counterfeiters, scammers, and computer hacking moguls can become a bit testy when confronted. There's a good reason why you're armed, and it's not because of bears.