Found the solution by browsing the Mendix source code:
((Session)this.getContext().getSession()).setTimeZone(TimeZoneUtil.getScheduledEventTimeZoneObject((IContext)this.getContext(), (LocalComponent)super.component(), (String)timeZone.getID()));
In the end the following code registers the scheduled events:
TimeZone timeZone = TimeZone.getTimeZone(localComponent.runtime().getModelProjectStore().getProjectSettings().getModelSettings().getScheduledEventTimeZoneCode());
However, using the regular Java API we cannot access this code unfortunately and I do not want to use reflection libs in the Queue module.