There is nothing at all in the movie that suggests that Dudley was the killer.
In fact the story that Exley tells in the movie strongly suggests that his father's death was a random murder by some unknown thief. That's why he invents the name Rolo Tomasi, to personify the unknown assailant. Nothing in the story suggests it was related to police corruption; the story suggests something random and unrelated. The way Exley tells the story strongly suggest he doesn't think Dudley or other police officers has anything to do with it.
Besides, the way the name is used has no connection at all with police corruption except to signal that Dudley has knowledge he should not have. He has never heard the story with the name Rolo Tomasi in it and assumes that Vincennes' dying words are a significant clue when all they do is reveal that he has killed Vincennes.
And why would Dudley be trying to use Exley if there was some dangerous family connection. Until quite late in the movie Dudley doesn't see Exley as a potential threat which he surely would have done if he had some murky history with his father.