In the UK we use the term CPD when we talk about improving our skills in any profession. It stands for continuous professional developement and it's widely used in any sector.

Any English-speaking audience would understand this, we don't really use ''skill development course''. It doesn't sound right. You could maybe also try ''professional training'' and see if it fits the context.

CPD stands for Continuing Professional Development and is the term used to describe the learning activities professionals engage in to develop and enhance their abilities. CPD is a holistic approach towards the enhancement of personal skills and proficiency throughout a professional’s career.