Yes, you can reset your password and set up multi-factor authentication on a new device. To do this, open Account Settings, go to My Settings, then the Security tab, where an embedded security panel lets you change your password and enrol or manage multi-factor authentication.
The multi-factor authentication options depend on the configuration of the hosted sign-in security widget you see there, and enrolment is self-service only. If the security panel fails to load, an inline retry option appears. Note that multi-factor authentication is configured individually per user without organisation-wide enforcement.