Using a jump server to connect from your computer to different servers in your network makes it quite uncomfortable to change your password in a Windows Server 2012 environment.
Pressing Ctrl + Alt + End (instead of Delete) opens Windows Security on the jump server and not on the server you are remoting on using the jump server.
There is an easy solution, though: create a new .vbs file on the remote computer i.e. “WindowsSecurity.vbs” and add the following code:
Set objShell = CreateObject("Shell.Application") objShell.WindowsSecurity
Now all you have to do is just double click the file and Windows Security pops up which allows you to change your password.