Running a T-SQL job under another user I cant find my proxy user to "Run as" that user !? I am confused which kind of proxy user is appropriate to run a job with a simple T-SQL command.
(I have created a credential and proxy but cant find it under the "Run as" in my Agent job).Please advise!
There is no Run As proxy for T-SQL Job steps in SQL Server Agent.  You could upvote this with the chance that one day it will be filled:  

https://connect.microsoft.com/SQLServer/feedback/details/632955/enable-sql-agent-proxies-to-run-t-sql-job-steps

The current way to get a T-SQL command to run with a proxy is to run it as an Operating System Command which does support a proxy user (instead of T-SQL which does not) and run the task either using SQLCMD.EXE or PowerShell to execute the code.