Is there any way to change your major skills is Oblivion on the Xbox 360

i only play the PC version, but i understand that the console versions are much the same.
Anyway, when you start the game your asked what class do you want to be and birthsign etc....just pick create custom class and you get to pick your major skills and favoured attributes and name that class. This then brings you back to the class selection screen but the list now contains your custom class, pick it and then your set to go