Inspired by this this solution in php, i wrote a equivalent in python:
from selenium import webdriver
from selenium.webdriver.chrome.options import Options
import zipfile
manifest_json = """
{
    "version": "1.0.0",
    "manifest_version": 2,
    "name": "Chrome Proxy",
    "permissions": [
        "proxy",
        "tabs",
        "unlimitedStorage",
        "storage",
        "<all_urls>",
        "webRequest",
        "webRequestBlocking"
    ],
    "background": {
        "scripts": ["background.js"]
    },
    "minimum_chrome_version":"22.0.0"
}
"""
background_js = """
var config = {
        mode: "fixed_servers",
        rules: {
          singleProxy: {
            scheme: "http",
            host: "XXX.XXX.XXX.XXX",
            port: parseInt(XXXX)
          },
          bypassList: ["foobar.com"]
        }
      };
chrome.proxy.settings.set({value: config, scope: "regular"}, function() {});
function callbackFn(details) {
    return {
        authCredentials: {
            username: "XXXXXXXXX",
            password: "XXXXXXXXX"
        }
    };
}
chrome.webRequest.onAuthRequired.addListener(
            callbackFn,
            {urls: ["<all_urls>"]},
            ['blocking']
);
"""
pluginfile = 'proxy_auth_plugin.zip'
with zipfile.ZipFile(pluginfile, 'w') as zp:
    zp.writestr("manifest.json", manifest_json)
    zp.writestr("background.js", background_js)
co = Options()
co.add_argument("--start-maximized")
co.add_extension(pluginfile)
driver = webdriver.Chrome("path/to/chromedriver",  chrome_options=co)
driver.get("http://www.google.com.br")
In background_js string, replace the XXX with your information.