The class is strictly provided through the choice of secondary skills. From the level Basic until Expert. When all regular skills are maxed out (Expert) you can additionally choose from M and GM skills of your class.
If you reach Master in two classes you can choose Master SS from both classes but not GM skills.

Edit:

Quote:Modeled on advanced HMM4 classes.

Ah this is indeed a good idea! I nearly forgot about it.
Like you require Expert Tactics to learn Grandmaster Offense... Its been very long since I last played H4. Certainly a good game.