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So, everyone and their formidable Grandmother believes that DADA position at Hogwarts is cursed so that anyone taking it only lasts a year at most.

Some people who know more than others, might believe that this is because it was cursed by Voldemort after Dumbledore denied him that position (see HBP).

Did Voldemort actually curse the job of Defense Against Dark Arts professor after being denied the position?

As in, is there a canonical/JKR proof/confirmation that it was, indeed, the actual cause from him, as opposed to a plausible conspiracy theory held by everyone in Potterverse with zero proof?

Yes, the job was definitely cursed.

There have been several interviews with J.K. Rowling where she states that Voldemort has jinxed the job as a point-of-fact. I don’t recall it being explicitly stated in the books (Voldemort never admits to such a curse), except for Dumbledore’s guess in Half-Blood Prince.

An interview shortly after the publication of Deathly Hallows confirms that it was broken with Voldemort’s death, which only makes sense if there was a jinx to break:

Do Ron or Hermione or Harry ever return to Hogwarts in any capacity?

Well, I can well imagine Harry returning to give the odd talk on– on Defense Against the Dark Arts. And – I – and, of course, the jinx is broken now because Voldemort's gone. Now they can keep a good Defense Against the Dark Arts teacher from here on in. So that aspect of the – of the wizarding education is now provided for.

— J.K. Rowling One-On-One: Part One with NBC (July 2007)

Another interview explicitly states that the job was cursed, and also provides part of the inspiration for the curse:

And Defence Against the Dark Arts was also fun because every year you had a new teacher. For the older members of the audience they will remember the Spinal Tap drummer … and … some of you do, clearly. (laughs) Well, when I planned the books I thought that every year we'll have a different Defence Against the Dark Arts teacher, because the job was cursed, as you know.

— J.K. Rowling answers questions at the White House Easter Egg roll (April 2010)

For those, like me, who didn’t get the reference: Spinal Tap is a fictional heavy metal band with a long list of drummers who all died in mysterious circumstances (spontaneous combustion, choked on vomit, eaten by a pet, and so on). A full list of bizarre deaths is on their Wikipedia page.

This is from a quote from Dumbledore, so it is from a character in the Potterverse, with no proof, but with evidence enough to convince Dumbledore, from canon...

"Oh, he definitely wanted the Defence Against the Dark Arts job. The
Aftermath of our little meeting proved that. You see, we have not been able to keep a Defence Against the Dark
Arts professor for more than a year since I refused the post to Lord
Voldemort."

Albus Dumbledore - Harry Potter and the Half-Blood Prince

Also, closer to what you were looking for..

J.K. Rowling has also revealed that after Amycus Carrow was the Dark
Arts teacher, a permanent teacher took the post, because the
curse over the job was lifted.

http://harrypotter.wikia.com/wiki/Defence_Against_the_Dark_Arts

http://today.msnbc.msn.com/id/19935372#.TzCI7FyxURo

The job was probably not cursed.

There is no true evidence that Voldemort ever performed such a curse. No one saw him do it. No one heard him do it. No one heard him talk about it. The only piece of evidence ever proffered was the fact that no one held the job for more than a year after Voldemort was denied it. This is mentioned by Harry in Chapter Eight of Half-Blood Prince:

"That job's jinxed. No ones lasted more than a year... Quirrell actually died doing it... Personally, I'm going to keep my fingers crossed for another death..."

And by Dumbledore in Chapter Twenty of Half-Blood Prince:

"Oh, he definitely wanted the Defense Against the Dark Arts job," said Dumbledore. "The aftermath of our little meeting proved that. You see, we have never been able to keep a Defense Against the Dark Arts teacher for longer than a year since I refused the post to Lord Voldemort."

Unfortunately, though, neither Dumbledore nor Harry were statisticians. They apparently forgot the fundamental rule of Post hoc ergo propter hoc — the fact that following Voldemort's failure to get the job no one ever lasted a year does not demonstrate that because of Voldemort's failure no one ever lasted a year. It simply shows a correlation, and a correlation could be causative but it could also not be causative. Of course, with every additional year that goes by and another professor leaves the correlation is strengthened; however, even then it wouldn't demonstrate that the cause was Voldemort not getting the job. there might have been another event at around the same time that was the cause.

Additionally, the correlation would only be significant if it couldn't be explained perfectly normally without the existence of the Jinx. Now we don't know most of the teachers during the relevant time period, but at least for the ones we see it is not surprising that they didn't last. Working backwards, Carrow was illegitimately appointed and ended up on the losing side of a war, things which would tent to make your term short. Snape was also only expected to teach for one year; at that point he would either be a criminal on the run or Voldemort's right hand man (depending on who was in power at the time). Umbridge was only appointed in the first place because no other candidates could be found. She had no teaching qualifications and it was obvious from the beginning that as soon as Dumbledore would have the ability to get rid of her he would. Moody/Crouch was only hired for one year to begin with. Lupin was a werewolf. It was kind of obvious that once his secret would get out he would likely be forced to resign. Lockhart was an incompetent teacher. If you believe JK Rowling, Dumbledore hired him specifically to expose him. He clearly was planning on only having Lockhart teach for a limited period of time. If you don't believe Rowling, it is still eminently reasonable that an incompetent teacher wouldn't last more than a year.

Then we get to Quirrel. If your goal for the year is to steal the most heavily guarded object from right under the headmaster's nose, plus let a troll loose in the school and try to kill one of the students, it is quite likely you won't last that long. If anything the question should be how he did last the entire year. (Answer: [Dumbledore]'s a genius! Best wizard in the world! But he is a bit mad, yes.) More importantly, though, Quirrel is actually evidence that the job was not cursed.

When we are first introduced to Quirrel in Philosopher's Stone it seems pretty clear that he has already been teaching Defense Against the Dark arts prior to Harry's first year:

"Professor Quirrell!" said Hagrid. "Harry, Professor Quirrell will be one of your teachers at Hogwarts."

"P-P-Potter," stammered Professor Quirrell, grasping Harry's hand, "c-can't t-tell you how p-pleased I am to meet you."

"What sort of magic do you teach, Professor Quirrell?"

"D-Defense Against the D-D-Dark Arts," muttered Professor Quirrell, as though he'd rather not think about it. "N-not that you n-need it, eh, P-P-Potter?" He laughed nervously. "You'll be g-getting all your equipment, I suppose? I've g-got to p-pick up a new b-book on vampires, m-myself." He looked terrified at the very thought.

What sort of magic do you teach implies that you already teach it. And Quirrel does not mention that he is actually starting to teach a new subject that he has never taught before. Also, Hagrid does not appear surprised at all that Quirrel teaches Defense Against the Dark Arts (though it is possible that he would have been informed of the position change in advance).

Hagrid grinned at Harry.

"Told yeh, didn't I? Told yeh you was famous. Even Professor Quirrell was tremblin' ter meet yeh — mind you, he's usually tremblin'."

"Is he always that nervous?"

"Oh, yeah. Poor bloke. Brilliant mind. He was fine while he was studyin' outta books but then he took a year off ter get some firsthand experience.... They say he met vampires in the Black Forest, and there was a nasty bit o' trouble with a hag — never been the same since. Scared of the students, scared of his own subject now, where's me umbrella?"

Hagrid's information seems to be referring to something that happened a while ago, not something that just happened. Specifically, he says that Quirrel "has never been the same since". If this just happened what is the "since"? Then he says that Quirrel is "scared of the students". How would Hagrid know this if Quirrel hadn't yet taught since returning? Finally, Hagrid says that Quirrel is "scared of his own subject now". Again, how would Hagrid know this if Quirrel was only about to start a new subject?

Furthermore, the start-of-term feast provides further evidence that Quirrel had already been teaching Defense against the Dark Arts the year before. Unlike every other year when
Dumbledore announced new teachers, he made no announcement for Quirrel. This would be especially odd if Quirrel had not been teaching at all the year before, but even if he had been teaching the year before Dumbledore still probably would have announced the position change. After all, in Half-Blood Prince he announced Snape as the new Defense Against the Dark Arts teacher even though Snape was already a teacher:

"Professor Snape, meanwhile," said Dumbledore, raising voice so that it carried over all the muttering, "will be taking the position of Defense Against the Dark Arts teacher."

(Though perhaps one could argue that he only announced Snape because he had already announced that Slughorn would be teaching Potions.)

Furthermore, at the feast Harry asks Percy about Quirrel:

"Who's that teacher talking to Professor Quirrell?" he asked Percy.

"Oh, you know Quirrell already, do you? No wonder he's looking so nervous, that's Professor Snape. He teaches Potions, but he doesn't want to — everyone knows he's after Quirrell's job. Knows an awful lot about the Dark Arts, Snape."

The fact that Percy calls it "Quirrel's job" rather than "Defense Against the Dark Arts and the fact that he even knows that it's Quirrel's job indicates that Quirrel had already been teaching Defense against the Dark Arts previously.

We know that JK Rowling has claimed that Quirrel was previously teaching Muggle Studies, but as per the above that is quite a stretch. Thus, if Quirrel has lasted for more than a year there must not be a curse on the job.

Moreover, even when Dumbledore notes that they haven't been able to keep a teacher for more than a year since then, he makes no mention of a curse. Even if we assume that the correlative factor is Voldemort not getting the job, there is no indication that the direct cause was a curse. there could be any number of other explanations. Maybe someone was Imperiusing teachers to leave after one year. Maybe someone was deliberately trying to kill off teachers or incapacitate them in some way. This could have been related to Voldemort being denied the job, even if it wasn't via a curse. For all we know, someone might have wanted people to think that there was a curse even though there wasn't.

True, some of these theories seem unlikely, but the point is that in the absence of a controlled study there is no way to truly determine what the cause was. Additionally, it is possible that the "curse" is self-fulfilling. After the first few years of teachers not lasting (which could have been a coincidence) other candidates might get scared off because they think that there is a curse. With all the good teachers hesitant to take the job, by default new teachers will likely be the type that wouldn't last in the first place. And some of them might further have chosen to leave after a year thinking that it would exempt them from a worse fate if they tried to stay.

Perhaps most importantly, what in the world does it even mean for a job to be cursed? We don't really ever find an equivalent type of magic. If you could simply put a curse on a non-tangible entity, which can affect (and even cause death to) individuals not in your presence, the entire nature of the Wizarding world would be different. Instead of battles, wars, and duels, anyone could simply curse the job that their opponent holds. Surely, Voldemort would have cursed the position of headmaster and someone (probably not Dumbldore because he would be to noble to do it) would curse the position of Chief Death Eater, among many other possibilities.

In short, there does not seem to be any real evidence that there was a curse, nor does there seem to be any real evidence that such a curse is even a possibility.