Hey Bernhard,
@Hudolus showed me a really cool trick on how to do this without having to export to a modeling program and back in 
Step 1 - Create a new blueprint and add the static mesh you want to change the pivot on as a component (non-root) and move it so that the root component (DefaultSceneRoute in this case)is lined to where you want your new pivot point to be.
Step 2 - Place the new actor into your world, right click and select Convert [Actor Name] to Static Mesh.
Step 3 - YAY! 
