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It might come down the account you are running as, the environment set up in the shell you are running and what Jim has already suggested.

I don't have the Oracle Scheduler, but can you write a...

I think you need to save the script somewhere and from Oracle scheduler run
/path/to/script

The oracle scheduler does not have write access to the directory/file, or your script does not cd to a place where the scheduler can write. The /tmp directory is a possibility.
try:
echo -e "#...