If you are SA, then you don't need anything else. According to the documentation,
https://msdn.microsoft.com/en-us/library/ff772782.aspx, **Permissions** *When using Transact-SQL statements, requires ALTER ANY LINKED SERVER permission on the server or membership in the setupadmin fixed server role. When using Management Studio requires CONTROL SERVER permission or membership in the sysadmin fixed server role.* Hope that helps!