I've finaly found it ! :)
I had to modify the default pssession option and set the proxy to 'NoProxyServer' instead of the default value 'none'
so I added this line in my profile :
$PSSessionOption = New-PSSessionOption -ProxyAccessType NoProxyServer
From technet :
None The proxy access type is not specified. This means that proxy information, such as the access type, authentication mechanism, and credential, is not passed to the Web Services for Management (WSMan) protocol service. This field is introduced in Windows PowerShell 2.0.
NoProxyServer No proxy server is used when configuring proxy settings. This mechanism resolves all the host names locally. This field is introduced in Windows PowerShell 2.0.