There is no way currently to change your timezone. For internal rules which operate on a daily basis (like voting, rep cap, flag limits, etc.) this is pretty understandable, because it would make the internal logic for the servers far more complex without many obvious benefits. I suspect a feature could be added so that the times at least display correctly in your timezone, but no such feature exists as of right now and I don't think it's likely to be added. Your best option is probably a script of some sort to fix the times, of which I unfortunately don't know of any (edit: quid has mentioned in the comments this script which seems to do just this, but I haven't tested it myself). There are many MSO posts on this, but for brevity I'll refer you to this one.
In lieu of that, you can find the official Stack Exchange UTC time on any network page by clicking the achievements dropdown. (For what it's worth, I find this positioning to be counterintuitive):
Note that all times on SE sites should display in UTC, except in chat (which as far as I can tell is based off your computer's clock). Nominally, then, this ideally shouldn't be a source of confusion, but I can understand why it might still occasionally cause some.