It should be example a, "in the year 2017..." But you don't have to add the words "the year". You can say, "in 2017...", and it will mean the same thing.

a) is somewhat natural and b) is not natural. The best thing is just to say "in twenty-seventeen". People will understand perfectly clearly that you mean the year. "At twenty-seventeen" would be a way of saying "at seventeen minutes past 8 in the evening." The only exception would be if some other "2017" is in context and being "in" it makes sense. For example. "There's a bar called 2016 and a bar called 2017, where do you want to meet?" "In twenty-seventeen". But that's a silly example and will never happen. :D

"In the year twenty-seventeen...." if you must, but I would just read "In twenty-seventeen...". (Just to be confusing, there is an old-fashioned, archaic way of speaking which would say "In the year of our Lord, two thousand-seventeen," but you only use that if you want to sound hundreds of years old.)