As others have said the answer is no, monks aren't proficient with all monk weapon, monks are proficient with the weapons listed in the monk class and any weapon that says so in it's description.
Unarmed fighters on the other hand are proficient with all monk weapons.
Just to add to what everyone else is saying, I'd recommend asking your GM to just let you (or the monk in question) get proficiency for free. Not like it's going to make them overpowered.