Can you post an exact error message? How do you capture that error? "access denied" can mean lot of very different thing depending on what component does raise the error.
Sorry hope this helps.
Executed as user: xxxxxxxxx. The process could not be created for step 1 of job 0x07E8CC299BB59A4C8EB92939C686A292 (reason: Access is denied). The step failed.
I would log onto the server using the account that is used to run SQL Server Agent and run the scripts or commands for WinSCP to determine the issue that you have. SQL Server Agent log errors can sometimes be very generic.