How to give SQL Server Job Owner permission to Proxy a Credential

Expand SQL Agent
Expand Proxies
Find your proxy, right-click on it and choose Properties
Go to the Principals tab
Add the NT AUTHORITY\SYSTEM account

This will give that account permission to use the proxy.

Check select * from msdb.dbo.sysproxies if your proxy is enabled, we had a similar problem and we recreated the proxy with enabled = 1.

That seem to have solved the problem with this error.