Sudo can't create file in /usr/bin in El Capitan

Since OSX 10.11, Apple reinforced the security system. Called System Integrity Protection, Apple locks down:

/System
/sbin
/usr (with the exception of /usr/local subdirectory)

To disable this security feature you have to reboot your computer and hold CMD+R at start to boot into OS X Recovery Mode.

Then OS X Utilities > Terminal

Type the command csrutil disable; reboot

Your computer will restart. You will see a confirmation message about the desactivation.

To verified the status of CRS type csrutil status

As mentioned by Ragnar, the /usr directory is locked down by the system, with the exception of /usr/local. Then, if your scenario allows, I'd recommend adding the symbolic link to /usr/local/bin. If you don't have a strict requirement on using /usr/bin, that's one way to work around the "Operation not permitted" error.

One can verify if a particular file or directory is restricted by OSX's System Integrity Protection (SIP)/Rootless by listing the file flags using the -O option to ls (e.g. to see which directories in / are restricted):

ls -Ol /

The directories or files that are controlled by SIP show as 'restricted'.

There's full details in the answers to this question about SIP/rootless.