I have found an specific approach for solving a similar issue. The idea is pointing the cacert file stored at the system and used by another ssl based applications.
In Debian (I'm not sure if same in other distributions) the certificate files (.pem) are stored at /etc/ssl/certs/
So, this is the code that work for me:
import requests
verify='/etc/ssl/certs/cacert.org.pem'
response = requests.get('https://lists.cacert.org', verify=verify)
For guessing what pem
file choose, I have browse to the url and check which Certificate Authority (CA) has generated the certificate.
EDIT: if you cannot edit the code (because you are running a third app) you can try to add the pem
certificate directly into /usr/local/lib/python2.7/dist-packages/requests/cacert.pem
(e.g. copying it to the end of the file).