javax.net.ssl.SSLHandshakeException: java.security.cert.CertPathValidatorException: Trust anchor for certification path not found

The reason this occur is the JVM/Dalvik haven’t not confidence in the CA certificates in the system or in the user certificate stores.

To fix this with Retrofit, If you are used okhttp, with another client it’s very similar.
You’ve to do:

A). Create a cert store contain public Key of CA. To do this you need to launch next script for *nix.
You need openssl install in your machine, and download from https://www.bouncycastle.org/ the jar bcprov-jdk16-1.46.jar. Download this version not
other, the version 1.5x is not compatible with android 4.0.4.

#!/bin/bash

if [ -z $1 ]; then
  echo "Usage: cert2Android<CA cert PEM file>"
  exit 1
fi

CACERT=$1
BCJAR=bcprov-jdk16-1.46.jar

TRUSTSTORE=mytruststore.bks
ALIAS=`openssl x509 -inform PEM -subject_hash -noout -in $CACERT`

if [ -f $TRUSTSTORE ]; then
    rm $TRUSTSTORE || exit 1
fi

echo "Adding certificate to $TRUSTSTORE..."
keytool -import -v -trustcacerts -alias $ALIAS \
      -file $CACERT \
      -keystore $TRUSTSTORE -storetype BKS \
      -providerclass org.bouncycastle.jce.provider.BouncyCastleProvider \
      -providerpath $BCJAR \
      -storepass secret

echo "" 
echo "Added '$CACERT' with alias '$ALIAS' to $TRUSTSTORE..."

B). Copy the file truststore mytruststore.bks in res/raw of your project

C). Setting SSLContext of the connection:

.............
okHttpClient = new OkHttpClient();
try {
    KeyStore ksTrust = KeyStore.getInstance("BKS");
    InputStream instream = context.getResources().openRawResource(R.raw.mytruststore);
    ksTrust.load(instream, "secret".toCharArray());

    // TrustManager decides which certificate authorities to use.
    TrustManagerFactory tmf = TrustManagerFactory
        .getInstance(TrustManagerFactory.getDefaultAlgorithm());
    tmf.init(ksTrust);
    SSLContext sslContext = SSLContext.getInstance("TLS");
    sslContext.init(null, tmf.getTrustManagers(), null);

    okHttpClient.setSslSocketFactory(sslContext.getSocketFactory());
} catch (KeyStoreException | IOException | NoSuchAlgorithmException | CertificateException | KeyManagementException e) {
    e.printStackTrace();
}
.................