After some more time I found my answer.
The service I wanted to deploy was a slightly different version of a service we already have. Stack file for the "original" service:
OK, a good week-end does its job as usual: My issue was indeed caused by my company proxy (a good thing would be to add this requirement in the jenkins doc, i might have missed it anyway).
So the fix is actually simple, just need to add the correct options to the jenkins start command, as in:
Check https://github.com/helm/helm/issues/3130, this might help.
I followed the instruction in the post:
kubectl --namespace kube-system create serviceaccount tiller
kubectl create clusterrolebinding tiller --clusterrole cluster-admin --serviceaccount=kube-system:tiller
helm init --service-account tiller --upgrade
This works for me.