Proxy information has been entered via:  Manage Jenkins -> Manage Plugins -> Advanced & also as arguments in the Jenkins.xml file. 

When configuring the ALM Server connection in Manage Jenkins -> Configure System -> Application Lifecycle Management, the connection is fine.  When testing the connection to the ALM server in the proxy settings (Manage Jenkins -> Manage Plugins -> Advanced), a success message is returned.

However the item (job) created experiences a connection failure.  The item is configured to Execute HPE functional tests from HPE ALM.  The error produced is as follows:
Server has been disconnected while performing GetServerSettings action
Error: "ALM server
url goes here
unreachable, check that server Url is correct"
Build step 'Execute HPE functional tests from HPE ALM' changed build result to FAILURE
Note that I have tried to install Jenkins outside of our network with a direct connection to the internet and I did not experience the issue, therefore I believe the proxy to be the issue.