Jeff Skiles definitely didn't say that in NTSB hearing.
Jeff Skiles said that to Captain Sully probably at some other point (as mentioned by the other answer).
In fact Jeff Skiles never* spoke in the entire hearing and Captain Sully was the only one who was answering questions. The same is maintained in the movie if I remember correctly. Except for the last part where Jeff Skiles answers the final question with a humorous July comment.
That question was actually asked* to Captain Sully to which he answered in a formal manner:
DR. WILSON: Looking back at the accident event, is there anything
that you would do differently if you were faced with that situation
CAPT. SULLENBERGER: I think what we did, the situation we
faced and the time that we had, First Officer Jeff Skiles and Flight Attendants Donna Dent, Sheila Dail and Doreen Welsh did the very best we could and I am proud to have been a member of a highly experience, highly trained team.
*You can confirm this from the transcripts of the actual hearing. It's an interesting read if one is curious. I finished part 1.
Public Hearing Day 1 - June 09, 2009 - Transcript
Public Hearing Day 2 - June 10, 2009 - Transcript
Public Hearing Day 3 - June 11, 2009 - Transcript