Below, the 34-year-old actress talks tackling a new kind of heroine.
ENTERTAINMENT WEEKLY: What drew you to this decidedly un-Peggy-like role?
In every episode, shes always at the verge of falling off her own existential cliff.

Credit: John Medland/ABC
Shes not like, Im a good person going to do the right thing.
She actually finds it hard to be a productive person.
I think that makes her stand out.
On that note, how do Hayes and Peggy compare?
Peggy knows who she is.
Shes got a strong moral compass, and shes a very elegant woman of her time.
She has been disillusioned [by her past], so theres sadness.
Shes got a self-destructive streak in her.
As a Brit, you also have to nail that American accent.
Whats your approach to Hayes voice?
Well, I grew up watching American films and TV shows, so Im familiar with the sound.
Plus, my fathers American.
I wanted her to sound like my voice but with an American accent, if that makes sense.
Its kind of back in the throat a little bit and kind of a bit bored.
Its a bit tired, because most of the time shes hungover.
Youve played Peggy Carter since starring in 2011sCaptain America: The First Avenger.
How does it feel to leave her behind?
I would go back to Peggy in a heartbeat.
Im open to that.
My word is now my weapon, you see.
[Laughs] Thats the tradeoff.
That I learned fromAgent Carter.
Yeah, but no more ofPeggys hat.
The hat was only ever worn in one shot!
That kind of the destroyed purity of that symbol.
How much pressure do you feel leading your second show?
Im pretty good at compartmentalizing in that respect.
Im not really concerned with that, if you know what I mean.
The great thing about my job is that every time you do a job, youre standing again.
Convictionpremieres Monday, Oct. 3, at 10 p.m.