Unix "ln -s" command not permitted in OSX El Capitan Beta3
This is the so called "rootless" mode in the new version of OS X. It effectively makes certain system directories read-only (even for admins). "/usr" is one of those protected directories (the only subdirectory that is excluded from this rule is "/usr/local")

One can disable this rootless mode with the following commands:

$ sudo nvram boot-args="rootless=0"
$ sudo reboot


But this is not recommended! The best practice is to install custom stuff to "/usr/local" only.



Update (27-Oct-15): 10.11 (El Capitan) Public Release

Please note that the above described workaround will not work with the public release of El Capitan anymore as Apple has changed things around.

The proper way to disable the "rootless" mode (aka System Integrity Protection, "SIP") is to boot temporarily into Recover Mode (hold Command+R during boot) and use the csrutil disable command (or csrutil enable to reenable) from the Terminal. The Terminal is reachable via the menu of the Installer that launches in Recovery Mode.