Linked Server Query is not working in SQL Agent job
When you run the SQL Server Agent job, it executes the query using the credentials of the account for which the SQL Server Agent service is running.

For linked servers and utilizing Windows Authentication, it has been my experience that it is necessary to set up the Keberos authentication for the service accounts in Active Directory, and set the Service Provider Name (SPN) by running the SETSPN command for the SQL Server service account for the SQL Server machine. See this article: https://technet.microsoft.com/en-us/library/bb735885.aspx

If you are using the SQL Authentication, I would recommend trying to log in using the account that the SQL Server Agent service uses and seeing if the query utilizing the Linked Server works correctly.

I found this code a while back, and I don't remember exactly where. So, I can't give proper credit. It should generate the code to set the SPNs if they aren't done correctly.

SET NOCOUNT ON

-- service account
DECLARE @DBEngineLogin VARCHAR(100)

EXECUTE master.dbo.xp_instance_regread
   @rootkey = N'HKEY_LOCAL_MACHINE',
   @key = N'SYSTEM\CurrentControlSet\Services\MSSQLServer',
   @value_name = N'ObjectName',
   @value = @DBEngineLogin OUTPUT

-- SELECT [DBEngineLogin] = @DBEngineLogin

DECLARE @physicalServerName varchar(128) = '%' + cast(serverproperty('ComputerNamePhysicalNetBIOS') as varchar(64))+ '%'
DECLARE @ServerName varchar(128) = '%' + cast(SERVERPROPERTY('MachineName') as varchar(64)) + '%'
DECLARE @spnCmd varchar(265)

SET @spnCmd = 'setspn -L ' + @DBEngineLogin
CREATE TABLE #spnResult (output varchar(1024) null)
INSERT #spnResult exec xp_cmdshell @spnCmd

CREATE TABLE #spnLIst (output varchar(1024) null)

INSERT #spnLIst
SELECT output as 'SPN List for Service Account' FROM #spnResult
WHERE output like @physicalServerName or output like @ServerName

Declare @NodeName VARCHAR(128)
DECLARE db_cursor CURSOR FOR  
SELECT '%' + NodeName + '%' AS NodeName FROM fn_virtualservernodes()

OPEN db_cursor 
FETCH NEXT FROM db_cursor INTO @NodeName 

WHILE @@FETCH_STATUS = 0 
BEGIN 
   INSERT #spnLIst
   SELECT output as 'SPN List for Service Account' FROM #spnResult
   WHERE output like @NodeName  

   FETCH NEXT FROM db_cursor INTO @NodeName 
END  

CLOSE db_cursor 
DEALLOCATE db_cursor

SELECT DISTINCT output as CurrentSPNRegisterStatus INTO #spnListCurrent FROM #spnLIst

TRUNCATE TABLE #spnLIst

-- GET Port Number 
DECLARE @PortNumber varchar(10) 
SELECT @PortNumber = cast(local_tcp_port as varchar(10))
FROM sys.dm_exec_connections WHERE session_id = @@SPID

-- GET FQDN
DECLARE @Domain NVARCHAR(100)
EXEC master.dbo.xp_regread 'HKEY_LOCAL_MACHINE', 'SYSTEM\CurrentControlSet\services\Tcpip\Parameters', N'Domain',@Domain OUTPUT

INSERT #spnLIst
SELECT 'MSSQLSvc/' + cast(serverproperty('ComputerNamePhysicalNetBIOS') as varchar(64)) + ':' + @PortNumber
UNION ALL
SELECT 'MSSQLSvc/' + cast(serverproperty('ComputerNamePhysicalNetBIOS') as varchar(64)) + '.' + @Domain  + ':' + @PortNumber
UNION ALL
SELECT 'MSSQLSvc/' + cast(SERVERPROPERTY('MachineName') as varchar(64)) + ':' + @PortNumber
UNION ALL
SELECT 'MSSQLSvc/' + cast(SERVERPROPERTY('MachineName') as varchar(64)) + '.' + @Domain + ':' + @PortNumber

-- If this serve is clusterd, need to check for all Physical nodes
IF SERVERPROPERTY('IsClustered') = 1
BEGIN

   INSERT #spnLIst
   SELECT 'MSSQLSvc/' + NodeName + ':' + @PortNumber
   FROM fn_virtualservernodes()

   INSERT #spnLIst
   SELECT 'MSSQLSvc/' + NodeName + '.' + @Domain  + ':' + @PortNumber
   FROM fn_virtualservernodes() 

END

IF NOT EXISTS(SELECT CurrentSPNRegisterStatus FROM #spnListCurrent)
   SELECT 'NO SPN has been registered' as CurrentSPNRegisterStatus
ELSE
   SELECT CurrentSPNRegisterStatus FROM #spnListCurrent

SELECT 
   CASE 
      WHEN A.CurrentSPNRegisterStatus is NULL THEN '*Missing SPN - See SPNGenerateCommandLine'
      ELSE A.CurrentSPNRegisterStatus END AS 'CurrentSPNRegisterStatus', 
   CASE 
      WHEN B.output IS NULL THEN '*** Review for Remove or you have multiple instance ***'
   ELSE B.output end as SuggestSPNList,
   CASE 
      WHEN B.output is null THEN
          'SETSPN -D ' + A.CurrentSPNRegisterStatus + ' ' + @DBEngineLogin
   ELSE 'SETSPN –S ' + output + ' ' + @DBEngineLogin END as SPNGenerateCommandLine
FROM #spnListCurrent A 
FULL OUTER JOIN #spnLIst B on REPLACE(A.CurrentSPNRegisterStatus,CHAR(9),'') = B.output
WHERE CurrentSPNRegisterStatus is NULL OR B.output IS NULL

IF @@ROWCOUNT = 0
 SELECT 'All SPN has been registered correctly. If you are running for AG Group, this script does not check so please check manually' as SPNStatus

DROP TABLE #spnResult
DROP TABLE #spnLIst
DROP TABLE #spnListCurrent
GO