Thermocouple effect on low voltage/current signals in PCB and connectors
How far apart are the relay contacts? The only reason you'd have to worry about thermocouple-induced voltages is if there is a significant temperature difference between the two; intentional thermocouple coefficients are in the range of microvolts per degree C.

I would be much more worried about leakage currents on the surface of the PCB. If you're measuring picoamps, you need to keep your traces very short and may need to use guard rings and/or have slots milled into the board to keep leakage currents from flowing between your sensitive circuit nodes and other sources of voltage.