No, Jesus didn 't have to say it Kalam. the bible does. Jesus didn 't come to life himself up, but to life god up. god himself lifted him up. and as we lift him up we are saved. The lord is one.
Muhammad Kalam let me show you where Jesus is claiming to be God. Read John 8 58. When Jesus says I AM he is using the same name that GOD told Moses in Exodus 3 14.