com.amazonaws.auth.DefaultAWSCredentialsProviderChain を使うと良いかなと。

import com.amazonaws.auth.{AWSCredentialsProvider, DefaultAWSCredentialsProviderChain}
import com.amazonaws.services.kinesis.clientlibrary.lib.worker.{InitialPositionInStream, KinesisClientLibConfiguration, Worker}

val awsCredentialsProvider: AWSCredentialsProvider = new DefaultAWSCredentialsProviderChain()
val kclConf = new KinesisClientLibConfiguration(appName, streamName, credentialsProvider, workerId)

scalaVersion := "2.11.12"

libraryDependencies ++= Seq(
  "com.amazonaws" % "amazon-kinesis-client" % "1.6.5"
)