CRM 2016 Online - how to configure WebProxy

Hi,

I am using the SDK classes to connect to CRM Online.

ServiceManagement<IDiscoveryService> serviceManagement = ServiceConfigurationFactory.CreateManagement<IDiscoveryService>( new Uri(DiscoveryServiceAddress));
// ...
How can I define a WebProxy for the connection?
I do not want to set the DefaultWebProxy.
WebRequest.DefaultWebProxy = WebRequest.GetSystemWebProxy();
WebRequest.DefaultWebProxy.Credentials = CredentialCache.DefaultNetworkCredentials;

Best Regards,

Christian