This paper explores the experiences of uncertainty and insecurity that migrant agency workers in relation to their work and socio-cultural context taking a specific interest in how these experiences are informed by and inform their self-understandings, or identities. The study of temporary agency workers’ identities provides an interesting way through which the experience of multiple uncertainties and insecurities associated with temporary agency work can be explored and understood. Through exploring temporary agency workers’ experiences, this paper provides insights into how insecure terms of employment are managed by workers on an everyday basis and both inform and are informed by worker’s self-understandings. The findings suggest that temporary agency worker engage in identity work constructing themselves in three different ways, these are categorised as; the transients, the competitors and the compliers. Insecurity rather than being negatively understood is constructed in complex ways and feeds into a version of the self as an neo-liberal enterprising individual. For these workers enterprising identities are seen as cathartic in situations where work is insecure and uncertain.