Several anecdotes suggests that software engineers enjoy engaging in solving puzzles and other cognitive efforts. This tendency to engage in and enjoy effortful thinking is referred to as a person's 'need for cognition.' An open question is, however, whether developers differ from the general population in their scores of need for cognition. To address this question, we conducted a large-scale sample study of 483 software engineers. Personality plays a significant role in people's behavior and is stable over time, and is therefore considered a defining characteristic of individuals. We analyzed the data using multiple Bayesian linear regression analyses. The results indicate that ca. 33% of variation in developers' need for cognition can be explained by personality traits. Given the importance of human factors for software developer performance in general, and problem solving skills in particular, answering this question has substantial implications, such as recruitment & retention, working behaviour, and teaming.