Yes self-proclaimed would not be the best way to describe a learnt skill.
Indeed being proficient in Java Programming is a skill, not a position or a role. Proclamations are more to do with changes to situations of importance, changes to law, changes in terms of rulership etc.
"Lieutenant Gerneral Amin appeared today on state television and proclaimed a new era in the country's administration as he will be assuming the responsibility of Leader."
General Amin is the self-proclaimed leader of the country.
On my CV, if there is a skill that I wish to be recognised by the reader but I have no accreditation for that skill then I would describe it as:
While self-taught will have some negative connotations in some fields, it does imply a more accurate level of expertise and positively states that you have given up your personal time and energy to learn.