On 10.9 and previous we used MCX to manage proxy settings on a per user basis. (User level MCX).
This no longer works on 10.10 as MCX has been depreciated for some time now and I am surprised how much it still works in 10.10. So I have looked down the configuration profiles route but I can't see an option for it there either.
OS X Yosemite (10.10.1)