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Unfortunately, I do not think this can be changed.
The reson for showing UTC, is to "fix" the problem where switching from (or to) daylight saving time would make the job run on a different time of day (in local time zone).
This forum post has some links with background information:
https://world.optimizely.com/forum/developer-forum/Feature-requests/Thread-Container/2018/5/scheduled-jobs-and-daylight-saving-time/
We just upgraded from CMS 11.9.0.0 to CMS 11.20.7.0 and are now seeing all scheduler jobs showing in UTC time instead of local time. Is there a way to change this show local time?