Cannot open backup device Error
So in Configuration Manager, you configured the SQL Agent service account, correct?  That is the account that will execute SQL Agent jobs, by default.

This query will verify your settings:

SELECT servicename, service_account
FROM   sys.dm_server_services
go


Do you get the error when executing the job via a schedule, when executing manually, or both?

If you are using T-SQL commands to perform the backup, what happens when you paste the commands into a query window and manually execute?  Can you reproduce the error there as well?