'A lot of Khajiit resort to smuggling and thievery to get by. Still more are involved in the illegal smuggling of skooma, a narcotic. Other Khajiit in the province of Skyrim find their cunning nature suitable for mercantilism and trade. These skills, combined with the general tendency of humans and mer to look down on Khajiit and 'beasts,' leads many Khajiit outside of their home province to become professional assassins, thieves or bandits in other lands. The Cathay found in Skyrim are much more agile and in addition to their natural agility and proficiency in stealth, they have the added benefit of night vision.
Many Khajiit are also warriors, although this is mainly true of the Cathay-raht, a breed taller and more powerful than the Cathay that are rarely found outside Elsweyr. Due to their stealth skills, beguiling wit, and latent agility, they make adept thieves and assassins. When involved in combat, they will flatten their ears, narrow their eyes, and show their teeth (similar to a real-life cat). Known for their natural agility and stealth, many Khajiit disdain weapons in favor of their claws. All Khajiit can see in the dark at will and have unarmed claw attacks.' ―Racial description They make excellent thieves due to their natural stealthiness.
'Hailing from the province of Elsweyr, they are intelligent, quick, and agile.