I received a 1099 NEC for security work. I am not self employed. Box 4 has fed income tax taken out. Am I considered to be self employed?

The bank considers you to be an independent contractor so you report that income on Sch C. 

You are not an employee of the bank. By default, this is self-employment income. The fact that they took out withholding does not change anything.

If you're self-employed, it's likely you need to fill out an IRS Schedule C to report how much money you made or lost in your business.

We'll automatically complete Schedule C for you when you add your self-employment income in TurboTax (usually Form 1099-NEC or 1099-MISC). It gets attached to your Form 1040, which we'll also handle for you.

T report a 1099-NEC, search for 1099-NEC and select the Jump to link. We'll ask questions to find out if your 1099 income needs to go on Schedule C