If you don't have the OS privileges to globally edit your Registry, you'll need the assistance of your server administrators. If you can't get their assistance, you will have to go with the first option of running your job with a proxy account.

Of course, if you don't have the SQL Server privileges to create a proxy account, you're going to need to ask your DBA.

Otherwise, perhaps you can do your SFTP using an .NET Script Task, linking in a reputable SFTP library. http://winscp.net/eng/docs/library_ssis has an example. However, you may need to ask your server administrators to import the library into the central store for .NET assemblies (the GAC).