Steps to resolve certificate issue in Macbook:
(1) Log in to a Windows installation and use Internet Explorer to browse to the Citrix connection URL. This will force your Windows system to evaluate the SSL certificate chain used by the site and install any missing intermediate certificates into the Windows certificate store.
(2) Open Internet Options from Internet Explorer and got to the “Content” tab and click “Certificates”, select the “Intermediate certification Authorities” tab in the following dialog window. Look for the intermediate certificate Citrix Receiver is complaining about (in my case it was “Symantec class 3 secure server CA – G4”). Highlight and export the certificate (just use the default settings in the export wizard).
(3) Copy the certificate file to your Mac and double-click it. Keychain Access will open to install the certificate (also here stick with the defaults) enter your password if your Mac asks you for access to the system keychain.
After that access to your Citrix system should work. Unfortunately you will need to repeat this process for every failing certificate chain.