Why do you think this is a problem at all? Of course, if you have very fast source and backup storage, then your proxy will use all the CPU resources available. We are talking here about on-the-fly deduplication and compression of hundreds MB/s data stream, that's huge amount of work for the CPU. Just try zipping any large file on your desktop, and see how CPU load spikes in the Task Manager during this process.
Now, of course, if you only see the job running at just a few MB/s, yet your CPUs stays at 100%, that would be a problem to investigate for sure. Your proxy server has a very good spec (8 cores), and I would only expect it to be fully loaded when doing full backups with over 100MB/s throughput.