Narratives of personal experience provide insight into how speakers utilize their linguistic resources to negotiate agency and power in their presentation and positioning of the self in social experiences. In this article, a focus is on identity construction in narratives about quests for employment in a migration context. The data consist of audio-recorded interactions in an interview situation in which a woman presents an autobiographical presentation of her migration to Norway and her search for work. The analysis first critically evaluates the use of interview data for investigating personal narratives and then focuses on a particular linguistic resource used for negotiating agency in discourse, the constructed dialogue. Furthermore, the co-construction of agency in interaction is also highlighted in the analysis. Narratives of the quest for employment are compelling sites for investigating agency and power, and for studying how the speaker orients herself to both the local interactional discourse at hand and the larger societal discourse. In conclusion, the implications of the results for the study of narrative and agency are discussed, particularly in light of immigrant discourse.