My two cents:

I just thought I'd point out for what it's worth that it's much less common to say proud of being ..., Mehrdad. It's much more common to say proud to be ...:

It's more common to use proud of + noun phrase:

I'm proud of his decision to become a Hungarian citizen.

If we want a verb clause in lieu of a noun phrase, we'll use the optional that:

I'm proud (that) he's decided to become a Hungarian citizen.
Well, since you're a native speaker of English, for sure you can be a better judge to say if "proud of being" is common or not, but anyway, I just wanted to share the results of a google search of that phrase with you:

2820 results for "proud of being" on Goole Books:

Among those results, we see also Charles Dickens:

A Frenchman is always proud of being anywhere where he is, ... He is proud of

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