Azure IoT SDK on C#/Mono - Proxy settings

Hi guys,

I am trying to run the DeviceClientHttpSample using the Azure IoT SDK (azure-iot-sdk-csharp/device/samples at 1f5a259eee0d178db42d2bf866b80c9846adebba · Azure/azure-iot-sdk-csharp · GitHub) on C#/Mono.
I’ve already got my device credentials on IoT Hub and the sample is running fine on Windows.
The application is also running on Ubuntu connected to a network without a proxy server, however, when I try to run it on Ubuntu (and on Colibri(Angstrom)) using a network with a proxy I got the following error:

root@colibri-vf:~/DeviceClientHttpSample/DeviceClientHttpSample/bin/Release# mono DeviceClientHttpSample.exe
Device sending 5 messages to IoTHub...
        01/25/2017 13:09:39> Sending message: 0, Data: [0639128c-efb6-4719-a0ca]
Error in sample: One or more errors occurred

That is why I believe the problem is on my proxy settings.
So, how do I setup the proxy to run the sample? Should it be some system configuration or is it something on the application?