Adding a nullable foreign key

Try it like this, WITH NOCHECK:

ALTER TABLE dbo.Person ADD job_Id INT NULL;
ALTER TABLE dbo.Person WITH NOCHECK ADD CONSTRAINT FL_JOB 
FOREIGN KEY (job_Id) REFERENCES dbo.Job(job_Id);

Try it in two steps:

ALTER TABLE dbo.Person ADD job_Id INT NULL;
ALTER TABLE dbo.Person ADD CONSTRAINT FL_JOB 
FOREIGN KEY (job_Id) REFERENCES dbo.Job(job_Id);