SSLError("bad handshake") when trying to access resources Custom Certificates and Requests

I want to program webservices to exchange data in Python using Zeep. I can access services only with my certificate. I have a PFX certificate, but I converted it to two .pem files.

My code:

from zeep import Client
from zeep.wsse.signature import Signature 
import requests
from requests import Session
key_filename ='/.files/cert.key.pem'
cert_filename = './files/cert.crt.pem'
session = Session()  
r = requests.get('https:...../PingWs?wsdl',
             cert=(cert_filename, key_filename)) 
print (r)

But I get

> raise SSLError(e, request=request)
requests.exceptions.SSLError: HTTPSConnectionPool(host='evidim-test.gov.si', port=443):
Max retries exceeded with url: /ws/test/PingWs?wsdl
(Caused by SSLError(SSLError("bad handshake: Error([('SSL routines',
'tls_process_server_certificate', 'certificate verify failed')],)",),))