Because I simply always keep forgetting how to un-/set proxy settings for Git this is my reminder for the future.
Set proxy
git config --global http.proxy http://<username>:<password>@<proxy-server-url>:<port>
git config --global https.proxy http://<username>:<password>@<proxy-server-url>:<port>
Unset proxy
git config --global --unset-all http.proxy # to remove it from the global config
git config --unset-all http.proxy # to remove it from the local repo config file