tsql runs fine in MSSM but failes when I put it into a job

Question

I have a small script that I use to rebuild indexes and update statistics on a SQL Server 2014 database.
It runs fine when I execute it in MSSM so I wanted to put it into a job to run every night.

I used this link to create the job :
how to schedule a job for sql query to run daily?

and this is my script in step 1:

declare @command nvarchar(1000) 
DECLARE @TableName varchar(255) 
DECLARE TableCursor CURSOR FOR  
  SELECT table_name 
  FROM   information_schema.tables 
  WHERE  table_type = 'base table' 

OPEN TableCursor 
FETCH NEXT FROM TableCursor INTO @TableName 
WHILE @@FETCH_STATUS = 0 
BEGIN 
  set @command = 'alter index all on ' + @TableName + ' rebuild'
  exec sp_executesql @command
  set @command = 'update statistics ' + @TableName
  exec sp_executesql @command

  FETCH NEXT FROM TableCursor INTO @TableName 
END 
CLOSE TableCursor 
DEALLOCATE TableCursor

and this is my script in step 2:

insert into tblLog values (getdate(), 0, 'sql agent job rebuild index', 'indexes rebuild')

When I try Start Job at Step it failes however with this message in the history for step 1:

Executed as user: NT SERVICE\SQLAgent$GTT_192. ALTER INDEX failed because the following SET options have incorrect settings: 'QUOTED_IDENTIFIER'. Verify that SET options are correct for use with indexed views and/or indexes on computed columns and/or filtered indexes and/or query notifications and/or XML data type methods and/or spatial index operations. [SQLSTATE 42000] (Error 1934). The step failed.

I have no clue where this setting QUOTED_IDENTIFIER comes from.

So why does it works when I run it in MSSM and not in a job ?
And more important, what can I do to get it working ?

Answer 1

Add in script at the begining:

SET QUOTED_IDENTIFIER ON