TL;DR: press: fn + ctrl + option + delete

In my current company coworkers need to change their password every 6 Months. Which does not improve the security of the company but it's still there.
The problem: Our developer computers are in a complete independent network, to access our company network we can only use a VPN and a remote desktop client to a virtual Windows machine. Problem is i recently got a mac and needed to change my password in the remote desktop session, but every settings ui is currently blocked. Therefore i needed to press ctrl + alt + del to access the password change ui. But my mac keyboard does not have a dedicated delete button.
The solution:
fn + ctrl + option + delete

must be used instead.