Try with this pattern (note the X at the end and the ‘T’ in the middle):
"yyyy-MM-dd'T'HH:mm:ss.SSSX"
From Java’s SimpleDateFormat’s documentation:
ISO 8601 Time zone:
…
For parsing, “Z” is parsed as the UTC time zone designator.
And, from the part where it describes the different characters:
X – Time zone – ISO 8601 time zone
EDIT
If using Android, then “X” is not supported.
You can use this pattern (note Z is a literal now):
"yyyy-MM-dd'T'HH:mm:ss.SSS'Z'"
But then you’ll get the date on your current timezone and would need to convert it to UTC if needed.