To be able to store additional weapon configurations, you can purchase additional permanent Loadouts for 1000 ZEN each in the Mini Mart. It is possible to have up to 5 personal Loadouts. There is a sixth Loadout Slot that is only used for heroes to store their custom weapons.
To select a Loadout, press F1 - F6 while in a match. When you next respawn, you will use that Loadout. By selecting the circle right to it, you can also define a preferred Loadout Slot to be always used upon respawning when you do not select anything else.