Just looking at the product guide I don't beleive it is possible with 9.6. To be sure, take a look at the attached screenshot, does your wifi profile have the proxy configuration field? If not I think you're out of luck.
Have you thought about upgrading to 10? 9.6's MDM profiles are really intended for iOS 4 so there is quite a bit of extended functionality in 10.
Otherwise, have you considered pushing a on demand VPN profile and pipe that through your proxy?
Mat is right.
Use latest 10.1.* version. It`s upgrading without any efforts.
EMM is the stuff that I can surely say next build is better than previous. (at this time)
BUT backup is required if it`s production infrastructure subsystem.
And as far as I remember - Proxy settings for Wi-Fi profiles work only on iOS5.*
Please check. I can`t, because I don`t have many of iOS devices, none of them are personal or for testing purposes, no proxy is used in corporate, and, finally, all of iOS devices I can reach are iOS 5.* which are surely supported if there`s no bug there. :-)
Hmm. . .looks like 10.1 still doesn't support Wi-Fi with proxy, at least not according to the 10.1 Product Guide ;-(