Open terminal and do the following (you will need administrator rights on your Mac)

cd /opt/cisco/AnyConnect

sudo nano AnyConnectLocalPolicy.xml

Then edit the field for ExcludeMacNativeCertStore to "true"

<ExcludeMacNativeCertStore>true</ExcludeMacNativeCertStore>


Quit AnyConnect and start it up again. 

You will now receive a certificate warning with the option to continue and, if available, install the certificate.