Sql-server – SQL Job step run as different sql account

I'm curious how to set up a SQL job step to be executed as a different SQL login account. It appears I need to set up a New Proxy Account which requires an existing credential. When I create a credential my only option is to use a Windows Login credential.

The job I'm attempting to run is below. There are other additional statements but when I set the job step to run as the SQL login it fails.

insert into [dbo].[TableA]
SELECT 
       ss.[Ref_ID]
      ,mm.[studentID]
      ,mm.[studentPersonID]
      ,mm.[studentFirstname]
  FROM [dbo].[TableB] mm
  left outer join [dbo].[TableC] ss on ss.parentPersonID=mm.parentPersonID and mm.studentPersonID = ss.studentPersonID
  where ss.Ref_ID is not null;

When this is run through a SQL Job Step it fails.

Executed as user: an_admin_account. Access to the remote server is denied because the current security context is not trusted. [SQLSTATE 42000] (Error 15274).  The step failed.

I'm unclear as to why it's trying to access a remote server when all of these tables exists on the local db.