Switching of a variable resistive load
You've built an  DAC! Congratulations :)

Usually, you'd build something like an "2R-Ladder DAC", to allow for a linear range of resistances to be built.


  I don't want to programm intermediary steps for the transition to be able to hold the timing criteria of 2µs.


That would be equivalent of a 500 kHz bandwidth, ie. a 1 MS/s sampling rate. That should work if you can program your microcontroller to change things at that rate.

However, it'll probably be much easier to do something else:


use a voltage DAC that fulfills your bandwidth requirements
feed the output voltage to the non-inverting input of an opamp
feed the output of the opamp to the gate of a field-effect transistor rated to carry your current. 
simulate a resistive load by connecting your power source across the FET; put a small fixed resistor in series with that.
use the voltage drop across that resistor (proportional to current flowing through the FET!) together with a voltage divider to your DAC's output to drive the non-inverting input of your opamp; you might need some biasing, depending on your individual components.


Look for "transconductance amplifiers based on FET" if you want to see more of this Voltage-to-Current converter scheme (A resistor is a device that lets through a voltage proportional to current). The trick is to use a voltage divider to simulate a linear dependency between input voltage and current; it's only valid for a certain range of voltages.