Every 10,000 Proficiency, there is a cap to go to the next tier. When you hit the 10k mark, you will receive a pop-up informing you that you have hit the cap. To go higher, you will need to open your Skills by pressing "K" or the Skills button on the bottom right menu and select Proficiency. To the right of your Proficiency level, you will see an up arrow and a down arrow. Press the up arrow to upgrade your Proficiency. When you are in this window, you will see that it says "rank specializations remaining:" Each 10,000 Proficiency has its own ranking and you will only be able to have a certain amount of Vocation skills at these higher rankings.
You can locate how many of each specialization of each rank you have left by mousing over the "?" on the bottom left of the Proficiency window. You can increase the amount of specializations you can have by pressing the "Increase" on the bottom right. This costs a Specialization Snowflake, which can be found at the General Merchant or in the Marketplace.