That SSL error is misleading. I am using Anaconda 3, conda version 4.6.11, have the most current version of openssl on a Windows 10 instance. I got the issue resolved by changing the security settings on the Anaconda3 folder to Full Control. Don't think this helped, but I also have modified the ..\Anaconda3\Lib\site-packages\certifi\cacert.pem file to include the company's SSL cert.
Hope this info helps you.
