We construct triaxial dynamical models for the Milky Way nuclear star cluster using Schwarzschilds orbit superposition technique. We fit the stellar kinematic maps presented in Feldmeier et al. (2014). The models are used to constrain the supermassive black hole mass M_BH, dynamical mass-to-light ratio M/L, and the intrinsic shape of the cluster. Our best-fitting model has M_BH = (3.0 +1.1 -1.3)x10^6 M_sun, M/L = (0.90 +0.76 -0.08) M_sun/L_{sun,4.5micron}, and a compression of the cluster along the line-of-sight. Our results are in agreement with the direct measurement of the supermassive black hole mass using the motion of stars on Keplerian orbits. The mass-to-light ratio is consistent with stellar population studies of other galaxies in the mid-infrared. It is possible that we underestimate M_BH and overestimate the clusters triaxiality due to observational effects. The spatially semi-resolved kinematic data and extinction within the nuclear star cluster bias the observations to the near side of the cluster, and may appear as a compression of the nuclear star cluster along the line-of-sight. We derive a total dynamical mass for the Milky Way nuclear star cluster of M_MWNSC = (2.1 +-0.7)x10^7 M_sun within a sphere with radius r = 2 x r_eff = 8.4 pc. The best-fitting model is tangentially anisotropic in the central r = 0.5-2 pc of the nuclear star cluster, but close to isotropic at larger radii. Our triaxial models are able to recover complex kinematic substructures in the velocity map.
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