Step1: Put your security certificate inside raw directory like src/main/res/raw/client_certificate.cer
Step2: Create a SSLContext object with this certificate like 
SSLContext sslContext = createCertificate(getApplicationContext().getResources().openRawResource(R.raw.client_certificate));
Step3: Add the created SSLContext object to your OkHttpClient builder.
addClientCertificate(okHttpClientBuilder);
Step4: Set the OkHttpClient builder to retrofit client like.
retrofitBuilder.client(okHttpClientBuilder.build());
Here is complete implementation for all above mentioned steps in RetrofitManager.java file.
RetrofitManager.java
import com.google.gson.Gson;
import com.google.gson.GsonBuilder;
import java.io.IOException;
import java.io.InputStream;
import java.security.GeneralSecurityException;
import java.security.KeyManagementException;
import java.security.KeyStore;
import java.security.KeyStoreException;
import java.security.NoSuchAlgorithmException;
import java.security.cert.CertificateException;
import java.security.cert.CertificateFactory;
import java.security.cert.X509Certificate;
import java.util.concurrent.TimeUnit;
import javax.net.ssl.SSLContext;
import javax.net.ssl.TrustManager;
import javax.net.ssl.TrustManagerFactory;
import javax.net.ssl.X509TrustManager;
import java.security.cert.Certificate;
import okhttp3.OkHttpClient;
import okhttp3.Request;
import okhttp3.logging.HttpLoggingInterceptor;
import retrofit2.Retrofit;
import retrofit2.adapter.rxjava.RxJavaCallAdapterFactory;
import retrofit2.converter.gson.GsonConverterFactory;
/**
 * Created by Rajoo Kannaujiya on 02/16/2020.
 */
public class RetrofitManager {
    private static final String URL = "https://stackoverflow.com"; // Fetch url from config file.
    private static final String TLS = "TLS";
    private static final String SSL = "SSL";
    private static final String CA = "ca";
    private static final String X_509 = "X.509";
    private static final String PROD = "prod";
    private static X509TrustManager trustManager = null;
    private static final String CONTENT_TYPE = "Content-Type";
    private static final String CONTENT_TYPE_VALUE = "application/json";
    public static final String BUILD_TYPE = "prod"; // Fetch build type from config file (Whether it is a dev, qa, stage or prod build).
    public static Retrofit getRetrofitForAPIUrl() {
        return getRetrofit(URL);
    }
    private static Retrofit getRetrofit(String url) {
        Gson gson = new GsonBuilder().setLenient().create();
        Retrofit.Builder retrofitBuilder = new Retrofit.Builder()
                .addCallAdapterFactory(RxJavaCallAdapterFactory.create())
                .addConverterFactory(GsonConverterFactory.create(gson))
                .baseUrl(url);
        HttpLoggingInterceptor logging = new HttpLoggingInterceptor();
        logging.level(HttpLoggingInterceptor.Level.BODY);
        OkHttpClient.Builder okHttpClientBuilder = new OkHttpClient.Builder();
        okHttpClientBuilder.addInterceptor(chain -> {
            Request origReq = chain.request();
            Request.Builder requestBuilder = origReq.newBuilder()
                    .addHeader(CONTENT_TYPE, CONTENT_TYPE_VALUE);
            Request request = requestBuilder.build();
            return chain.proceed(request);
        });
        addClientCertificate(okHttpClientBuilder);
        OkHttpClient.Builder okHttpBuilder = okHttpClientBuilder
                .connectTimeout(10, TimeUnit.SECONDS)
                .writeTimeout(20, TimeUnit.SECONDS)
                .readTimeout(30, TimeUnit.SECONDS)
                .addInterceptor(logging);
        retrofitBuilder.client(okHttpBuilder.build());
        return retrofitBuilder.build();
    }
    /**
     * Method to create SSLContext object for the client certificate and return it.
     *
     * @param clientCertificate
     * @return SSLContext Object
     */
    private static SSLContext getSSLContextForClientCertificate(InputStream clientCertificate) {
        SSLContext sslContext = null;
        // If given client certificate is for production environment only, Then check put check for build type.
        if (PROD.contentEquals(BUILD_TYPE)) {
            // Creating X.509 certificate factory instance
            CertificateFactory cf = null;
            try {
                cf = CertificateFactory.getInstance(X_509);
            } catch (CertificateException e) {
                e.printStackTrace();
            }
            // Generating client certificate
            Certificate ca = null;
            try {
                try {
                    if (cf != null) {
                        ca = cf.generateCertificate(clientCertificate);
                    }
                } catch (CertificateException e) {
                    e.printStackTrace();
                }
            } finally {
                try {
                    clientCertificate.close();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }
            // Creating a KeyStore containing our trusted CAs
            String keyStoreType = KeyStore.getDefaultType();
            KeyStore keyStore = null;
            try {
                keyStore = KeyStore.getInstance(keyStoreType);
            } catch (KeyStoreException e) {
                e.printStackTrace();
            }
            if (keyStore != null) {
                try {
                    keyStore.load(null, null);
                } catch (CertificateException | IOException | NoSuchAlgorithmException e) {
                    e.printStackTrace();
                }
                try {
                    keyStore.setCertificateEntry(CA, ca);
                } catch (KeyStoreException e) {
                    e.printStackTrace();
                }
            }
            // Creating a TrustManager that trusts the CAs in our KeyStore
            String tmfAlgorithm = TrustManagerFactory.getDefaultAlgorithm();
            TrustManagerFactory tmf = null;
            try {
                tmf = TrustManagerFactory.getInstance(tmfAlgorithm);
            } catch (NoSuchAlgorithmException e) {
                e.printStackTrace();
            }
            try {
                if (tmf != null) {
                    tmf.init(keyStore);
                }
            } catch (KeyStoreException e) {
                e.printStackTrace();
            }
            // Creating an SSLContext instance that uses our TrustManager
            try {
                sslContext = SSLContext.getInstance(TLS);
            } catch (NoSuchAlgorithmException e) {
                e.printStackTrace();
            }
            try {
                if (sslContext != null && tmf != null) {
                    sslContext.init(null, tmf.getTrustManagers(), null);
                }
            } catch (KeyManagementException e) {
                e.printStackTrace();
            }
        } else { // For non prod environment build. This section is useful only if you don't have client certificate for lower environment.
            try {
                sslContext = SSLContext.getInstance(SSL);
                sslContext.init(null, new TrustManager[]{getTrustManager()}, new java.security.SecureRandom());
            } catch (NoSuchAlgorithmException | KeyManagementException e) {
                e.printStackTrace();
            }
        }
        trustManager = getTrustManager();
        return sslContext;
    }
    /**
     * Method to add client certificate to OkHttpClient.Builder object.
     *
     * @param okHttpClientBuilder
     * @return void
     */
    private static void addClientCertificate(OkHttpClient.Builder okHttpClientBuilder) {
        SSLContext sslContext = getSSLContextForClientCertificate(getApplicationContext().getResources().openRawResource(R.raw.myaccount_coxbusiness_com));
        if (sslContext != null) {
            okHttpClientBuilder.sslSocketFactory(sslContext.getSocketFactory(), trustManager);
            okHttpClientBuilder.hostnameVerifier((hostname, session) -> true);
        }
    }
    private static X509TrustManager getTrustManager() {
        X509TrustManager trustManager = null;
        if (PROD.contentEquals(BUILD_TYPE)) { // If client certificate is only available for prod environment.
            try {
                TrustManagerFactory trustManagerFactory = TrustManagerFactory.getInstance(TrustManagerFactory.getDefaultAlgorithm());
                trustManagerFactory.init((KeyStore) null);
                TrustManager[] trustManagers = trustManagerFactory.getTrustManagers();
                if (trustManagers[0] instanceof X509TrustManager) {
                    trustManager = (X509TrustManager) trustManagers[0];
                }
            } catch (GeneralSecurityException e) {
                throw new AssertionError();
            }
        } else { // For non prod environment build. This section is useful only if you don't have client certificate for lower environment.
            trustManager = new X509TrustManager() {
                @Override
                public void checkClientTrusted(X509Certificate[] x509Certificates, String s) throws CertificateException {
                }
                @Override
                public void checkServerTrusted(X509Certificate[] x509Certificates, String s) throws CertificateException {
                }
                @Override
                public X509Certificate[] getAcceptedIssuers() {
                    return new X509Certificate[0];
                }
            };
        }
        return trustManager;
    }
}