Any insecurity for an actor auditioning for a job will be magnified. You have to have the confidence to know that you are good at what you do, without it being an arrogance. If not, how can you actually get up and do it? If you go to a tailor, to have a suit made, you go to the chap who will make you the best suit. You don't go to the guy who tells you he can just make 'an ok outfit'. If a director asks you if you are a good actor, you have to be able to look them in the eyes and know that you are. It's your job description.
